Robust estimation in time series with long and short memory properties (Q4898728)
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scientific article; zbMATH DE number 6121102
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| English | Robust estimation in time series with long and short memory properties |
scientific article; zbMATH DE number 6121102 |
Statements
2 January 2013
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additive outliers
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ARFIMA model
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long-memory
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robustness
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0.9097341299057008
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0.8366954326629639
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0.8355427384376526
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0.8046801686286926
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0.7986199855804443
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