Comparing the bias and misspecification in ARFIMA models (Q4367891)
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scientific article; zbMATH DE number 1093212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Comparing the bias and misspecification in ARFIMA models |
scientific article; zbMATH DE number 1093212 |
Statements
Comparing the bias and misspecification in ARFIMA models (English)
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5 March 1998
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autoregressive fractional integrated moving-average models
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ARFIMA
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bias
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0.772206723690033
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0.7677885890007019
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0.7630163431167603
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0.7574289441108704
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0.7533719539642334
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