Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345)
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scientific article; zbMATH DE number 5002398
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| English | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation |
scientific article; zbMATH DE number 5002398 |
Statements
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (English)
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27 January 2006
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ARFIMA
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Bootstrap
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Forecasting
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GARCH
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Maximum Likelihood
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Modified Profile Likelihood
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0.7759819030761719
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0.7678911685943604
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0.7646620273590088
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0.758411169052124
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0.7548813223838806
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