Parametric and semiparametric estimations of stationary univariate ARFIMA models
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Publication:5956042
zbMath0983.62062MaRDI QIDQ5956042
Bovas Abraham, Valdério Anselmo Reisen, Ela Mercedes Toscano
Publication date: 25 April 2002
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Point estimation (62F10) Statistical tables (62Q05)
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Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. ⋮ Robust estimation in long-memory processes under additive outliers
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