A comparison of techniques of estimation in long-memory processes.
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Cites work
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Cited in
(23)- Estimation of the fractionally differencing parameter with the R/S method
- Mean square prediction error for long-memory processes
- Modified information criteria and selection of long memory time series models
- When long memory meets the Kalman filter: a comparative study
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
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- Estimation of long-range dependent parameters based on real traffic
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