Miscellanea. Statistical analysis of incomplete long-range dependent data (Q4937286)
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scientific article; zbMATH DE number 1398451
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| English | Miscellanea. Statistical analysis of incomplete long-range dependent data |
scientific article; zbMATH DE number 1398451 |
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Miscellanea. Statistical analysis of incomplete long-range dependent data (English)
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19 March 2000
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ARFIMA model
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linear predictor
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maximum likelihood
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mean square prediction error
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long-memory
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incomplete data
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state space
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0.7837914228439331
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0.759208619594574
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0.7524184584617615
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