Assessing influence in Gaussian long-memory models

DOI10.1016/j.csda.2008.01.030zbMath1452.62670OpenAlexW2136060286MaRDI QIDQ1023794

Wilfredo Palma, Pascal Bondon, José Juan Tapia

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/139665

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Structural changes estimation for strongly dependent processes

Uses Software

• astsa
• longmemo

Cites Work

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