Not all estimators are born equal: the empirical properties of some estimators of long memory (Q2227406)
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scientific article; zbMATH DE number 7310435
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| English | Not all estimators are born equal: the empirical properties of some estimators of long memory |
scientific article; zbMATH DE number 7310435 |
Statements
Not all estimators are born equal: the empirical properties of some estimators of long memory (English)
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15 February 2021
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strong dependence
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global dependence
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long range dependence
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Hurst parameter estimators
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0.8205217123031616
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0.818050742149353
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0.8179851174354553
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0.8110508918762207
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0.7938132286071777
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