A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863)
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scientific article; zbMATH DE number 2166579
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| English | A comparison of estimation methods in non-stationary ARFIMA processes |
scientific article; zbMATH DE number 2166579 |
Statements
A comparison of estimation methods in non-stationary ARFIMA processes (English)
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9 May 2005
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nonstationary time series
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long memory
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semiparametric
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parametric
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0.8411668539047241
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0.8389918208122253
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0.8316171169281006
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0.8280685544013977
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0.8275753855705261
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