ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (Q3129975)
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scientific article; zbMATH DE number 1002255
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| English | ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY |
scientific article; zbMATH DE number 1002255 |
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ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (English)
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26 June 1997
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aggregated variance method
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differencing variances
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periodogram
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modified periodogram
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fractional ARIMA \((0,d,0)\)
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self-similarity parameter
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intensity
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long-range dependence
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time series
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fractional Gaussian noise
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residuals of regression
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0.8365721702575684
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0.8251524567604065
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0.8172250390052795
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