Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method (Q5739666)
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scientific article; zbMATH DE number 6604432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method |
scientific article; zbMATH DE number 6604432 |
Statements
19 July 2016
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seasonal fractional ARIMA
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stable distributions
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ECF estimate
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Whittle estimate
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Markov chains Monte Carlo
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two-step method
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long-memory time series
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math.ST
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stat.TH
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