Expansions for approximate maximum likelihood estimators of the fractional difference parameter (Q3367409)
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scientific article; zbMATH DE number 5001115
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| English | Expansions for approximate maximum likelihood estimators of the fractional difference parameter |
scientific article; zbMATH DE number 5001115 |
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter (English)
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24 January 2006
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Bootstrap
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Edgeworth expansion
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fractional differencing
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pivotal statistic
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ARFIMA
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0.8917455673217773
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0.7762070894241333
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0.7751230001449585
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0.7723388075828552
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