Estimating FARIMA models with uncorrelated but non-independent error terms

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Publication:2243555

DOI10.1007/s11203-021-09243-7zbMath1478.62248arXiv1910.07213OpenAlexW3161868553MaRDI QIDQ2243555

Bruno Saussereau, Youssef Esstafa, Yacouba Boubacar Maïnassara

Publication date: 11 November 2021

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.07213




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