SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (Q4870528)
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scientific article; zbMATH DE number 857995
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| English | SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS |
scientific article; zbMATH DE number 857995 |
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SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS (English)
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20 March 1996
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long memory continuous time processes
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simulation
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discrete time autoregressive fractionally integrated moving-average filter
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Monte Carlo
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0.92190963
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0.9188717
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0.9157779
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0.90962166
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0.90934074
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