Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663)
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scientific article; zbMATH DE number 5178398
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| English | Minimum distance estimation of stationary and non‐stationary ARFIMA processes |
scientific article; zbMATH DE number 5178398 |
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10
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1
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124-148
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1 February 2007
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9 August 2007
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Minimum distance estimation of stationary and non‐stationary ARFIMA processes (English)
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tables
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fractional integration
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long-memory
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0.8974704742431641
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0.8411668539047241
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0.8363431096076965
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0.8340315222740173
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0.8078606724739075
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Laura Mayoral
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