ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

DOI10.1081/SAC-100107781zbMath1008.62665OpenAlexW1971452322MaRDI QIDQ4787612

Valdério Anselmo Reisen, Bovas Abraham, Sílvia R. C. Lopes

Publication date: 8 January 2003

Published in: Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-100107781

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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