Robust estimation in long-memory processes under additive outliers (Q154483)
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scientific article; zbMATH DE number 5563245
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| English | Robust estimation in long-memory processes under additive outliers |
scientific article; zbMATH DE number 5563245 |
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139
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8
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2511-2525
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August 2009
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9 June 2009
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Robust estimation in long-memory processes under additive outliers (English)
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additive outliers
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ARFIMA model
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long-memory
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robustness
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0.9097341299057008
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0.8603375554084778
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0.860306441783905
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0.8377475738525391
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Fabio Fajardo Molinares
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Valdério Anselmo Reisen
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Francisco Cribari-Neto
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