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The following pages link to Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885):
Displaying 3 items.
The following pages link to Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885):
Displaying 3 items.