GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117)
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scientific article; zbMATH DE number 1865988
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| English | GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES |
scientific article; zbMATH DE number 1865988 |
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GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (English)
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11 February 2003
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tables
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simulations
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0.7743830680847168
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0.7639368176460266
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0.7639118432998657
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0.7560030221939087
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