Estimation of fractional integration in the presence of data noise (Q1019941)
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scientific article; zbMATH DE number 5559466
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| English | Estimation of fractional integration in the presence of data noise |
scientific article; zbMATH DE number 5559466 |
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Estimation of fractional integration in the presence of data noise (English)
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29 May 2009
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fractional integration
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long memory
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outliers
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measurement errors
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structural change
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0.7792856097221375
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0.7551101446151733
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0.7511631846427917
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0.7496294379234314
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