A comparison of techniques of estimation in long-memory processes. (Q1128623)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1189900
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A comparison of techniques of estimation in long-memory processes. |
scientific article; zbMATH DE number 1189900 |
Statements
A comparison of techniques of estimation in long-memory processes. (English)
0 references
13 August 1998
0 references
Fractional Gaussian noise
0 references
Fractional ARIMA(p,d,q) processes
0 references
Estimation
0 references
Long-range dependence
0 references
0 references
0 references
0.8365721702575684
0 references
0.8365518450737
0 references
0.8224138021469116
0 references
0.8190351128578186
0 references
