Estimation of fractional integration under temporal aggregation (Q737901)
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scientific article; zbMATH DE number 6616517
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of fractional integration under temporal aggregation |
scientific article; zbMATH DE number 6616517 |
Statements
Estimation of fractional integration under temporal aggregation (English)
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12 August 2016
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long memory
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difference stationarity
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cumulating time series
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skip sampling
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closedness of assumptions
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0.838386058807373
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0.8176934123039246
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0.8149203062057495
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0.8114444017410278
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0.810361385345459
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