Fitting non-Gaussian persistent data (Q2862418)
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scientific article; zbMATH DE number 6227409
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fitting non-Gaussian persistent data |
scientific article; zbMATH DE number 6227409 |
Statements
Fitting non-Gaussian persistent data (English)
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15 November 2013
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ARFIMA models
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conditional variance
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long-range dependence
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persistence
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quasi-maximum likelihood
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prediction
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0.8579544
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0.84995276
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0.84713537
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0.8455465
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0.8423315
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