Fast calibration of weak Farima models (Q6133911)
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scientific article; zbMATH DE number 7730442
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| English | Fast calibration of weak Farima models |
scientific article; zbMATH DE number 7730442 |
Statements
Fast calibration of weak Farima models (English)
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21 August 2023
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weak FARIMA models
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Le Cam's one-step estimator
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least squares estimator
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consistency
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asymptotic normality
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