Minimum Hellinger distance estimation of an ARFIMA process (Q456641)
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scientific article; zbMATH DE number 6093920
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| English | Minimum Hellinger distance estimation of an ARFIMA process |
scientific article; zbMATH DE number 6093920 |
Statements
Minimum Hellinger distance estimation of an ARFIMA process (English)
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16 October 2012
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minimum Hellinger distance estimate
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AutoRegressive Fractionally Integrated Moving Average (ARFIMA) process
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0.96430445
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0.9442092
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0.93181235
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0.89692456
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0.89203984
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0.88638854
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