Estimation of the fractionally differencing parameter with the R/S method (Q1350272)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the fractionally differencing parameter with the R/S method |
scientific article |
Statements
Estimation of the fractionally differencing parameter with the R/S method (English)
0 references
27 February 1997
0 references
Long-term dependence
0 references
Adjusted rescaled range
0 references
ARFIMA
0 references
