Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042)
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scientific article; zbMATH DE number 1708375
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| English | Parametric and semiparametric estimations of stationary univariate ARFIMA models |
scientific article; zbMATH DE number 1708375 |
Statements
Parametric and semiparametric estimations of stationary univariate ARFIMA models (English)
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25 April 2002
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fractional differencing
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long memory
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periodogram
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smoothed regression
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0.91494536
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0.9120272
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0.89286375
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0.8920897
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0.88935995
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0.88888717
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