Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (Q5481748)
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scientific article; zbMATH DE number 5045091
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| English | Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study |
scientific article; zbMATH DE number 5045091 |
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Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study (English)
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10 August 2006
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fractional differencing
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long memory and GARCH models
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tables
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0.8955959
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0.8676648
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0.8664012
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0.8645874
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