Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (Q625295)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion |
scientific article |
Statements
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion (English)
0 references
15 February 2011
0 references
ARCH
0 references
times series
0 references
fractional Brownian motion
0 references
maximum likelihood estimator
0 references
long memory
0 references
whittle estimator
0 references
moving average
0 references
