Robust estimation in time series with long and short memory properties (Q4898728)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6121102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust estimation in time series with long and short memory properties |
scientific article; zbMATH DE number 6121102 |
Statements
2 January 2013
0 references
additive outliers
0 references
ARFIMA model
0 references
long-memory
0 references
robustness
0 references
0.9097341299057008
0 references
0.8366954326629639
0 references
0.8355427384376526
0 references
0.8046801686286926
0 references
0.7986199855804443
0 references
