Fitting non-Gaussian persistent data (Q2862418)

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Fitting non-Gaussian persistent data
scientific article

    Statements

    title
    Fitting non-Gaussian persistent data (English)
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    author
    Wilfredo Palma
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    Mauricio Zevallos
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    publication date
    15 November 2013
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    zbMATH Keywords
    ARFIMA models
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    conditional variance
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    long-range dependence
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    persistence
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    quasi-maximum likelihood
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    prediction
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    Identifiers

    DOI
    10.1002/asmb.847
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    Mathematics Subject Classification ID
    62M10
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    62P05
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    91B84
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    62P12
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    86A32
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    zbMATH DE Number
    6227409
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