The bias of lag window estimators of the fractional difference parameter. (Q1432802)
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scientific article; zbMATH DE number 2076575
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| English | The bias of lag window estimators of the fractional difference parameter. |
scientific article; zbMATH DE number 2076575 |
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The bias of lag window estimators of the fractional difference parameter. (English)
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22 June 2004
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fractionally differenced ARMA models
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lag window estimators
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bias
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Bartlett window
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0.7993183732032776
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0.7884670495986938
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0.7633782029151917
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0.7614637017250061
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0.7607470154762268
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