Estimation of a stationary multivariate ARFIMA process (Q1711518)
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scientific article; zbMATH DE number 7003213
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| English | Estimation of a stationary multivariate ARFIMA process |
scientific article; zbMATH DE number 7003213 |
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Estimation of a stationary multivariate ARFIMA process (English)
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18 January 2019
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stationary multivariate ARFIMA process
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estimation
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long memory
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minimum Hellinger distance
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0.8492249846458435
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0.8052921891212463
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0.7996212244033813
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