SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL (Q4512680)
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scientific article; zbMATH DE number 1525691
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL |
scientific article; zbMATH DE number 1525691 |
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SMALL-SAMPLE LIKELIHOOD-BASED INFERENCE IN THE ARFIMA MODEL (English)
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29 March 2001
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simulations
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fractionally integrated moving average
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likelihood ratio tests
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fractional difference
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Bartlett correction
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ARFIMA models
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