scientific article; zbMATH DE number 2112533

zbMATH Open1330.62343MaRDI QIDQ4824072FDOQ4824072

Authors: Aride Mazzali 

Publication date: 29 October 2004

Title of this publication is not available (Why is that?)

Recommendations

• Extended fractional Gaussian noise and simple ARFIMA approximations
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• MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION
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• Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (1)

• Extended fractional Gaussian noise and simple ARFIMA approximations

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