nsarfima

MaRDI QIDQ135666CRANFDO

Authors Benjamin Groebe

Last update 6 August 2020

Copyright license GNU General Public License

Software version identifier 0.2.0.0

Cites work

• Minimum distance estimation of stationary and non‐stationary ARFIMA processes
• Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models

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