An \(M\)-estimator for the long-memory parameter (Q2407067)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6782856
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An \(M\)-estimator for the long-memory parameter |
scientific article; zbMATH DE number 6782856 |
Statements
An \(M\)-estimator for the long-memory parameter (English)
0 references
28 September 2017
0 references
time series
0 references
\(M\)-estimation
0 references
long-memory
0 references
outliers
0 references
0 references
0 references
0 references
0 references
0 references
0.8615965843200684
0 references
0.8604750633239746
0 references
0.8377475738525391
0 references
0.7996143102645874
0 references
0.7962672710418701
0 references