Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525)
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scientific article; zbMATH DE number 6979051
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| English | Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models |
scientific article; zbMATH DE number 6979051 |
Statements
Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (English)
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13 November 2018
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long-range dependence
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heavy-tails
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Bayesian estimation
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ARFIMA
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0.73062664270401
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0.7284520268440247
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0.7284520268440247
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0.7169712781906128
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