Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943)
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scientific article; zbMATH DE number 5078846
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| English | Estimation of the memory parameter by fitting fractionally differenced autoregressive models |
scientific article; zbMATH DE number 5078846 |
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Estimation of the memory parameter by fitting fractionally differenced autoregressive models (English)
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7 December 2006
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long memory
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autoregressive estimation
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spectral norm bounds
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central limit theorem
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0.822353720664978
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0.8201557397842407
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0.8201557397842407
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0.8184422254562378
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