Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (Q5719301)
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scientific article; zbMATH DE number 2248231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration |
scientific article; zbMATH DE number 2248231 |
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Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration (English)
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18 January 2006
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bias
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finite sample distribution
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fractional integration
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maximum likelihood
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Monte Carlo simulation
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parametric estimation
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semiparametric estimation
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wavelets
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