Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation |
scientific article |
Statements
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (English)
0 references
27 January 2006
0 references
ARFIMA
0 references
Bootstrap
0 references
Forecasting
0 references
GARCH
0 references
Maximum Likelihood
0 references
Modified Profile Likelihood
0 references
