Evaluating the efficiency of fractional integration parameter estimators (Q3564762)
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scientific article; zbMATH DE number 5712343
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Evaluating the efficiency of fractional integration parameter estimators |
scientific article; zbMATH DE number 5712343 |
Statements
Evaluating the efficiency of fractional integration parameter estimators (English)
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26 May 2010
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time series
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fractional integration
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long memory
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Monte Carlo simulation
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0.90376484
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0.8829756
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0.88189137
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0.8814321
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0.8790908
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0.8730439
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0.8727874
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0.8724183
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0.8689676
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