Time Domain Estimation of Long Range Dependence (Q4239549)
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scientific article; zbMATH DE number 1278935
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time Domain Estimation of Long Range Dependence |
scientific article; zbMATH DE number 1278935 |
Statements
Time Domain Estimation of Long Range Dependence (English)
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13 June 2000
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time domain
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fractionally differenced ARIMA models
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mean square error
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0.8814178109169006
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0.8604637980461121
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