Estimation of fractional integration in the presence of data noise (Q1019941)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of fractional integration in the presence of data noise |
scientific article; zbMATH DE number 5559466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of fractional integration in the presence of data noise |
scientific article; zbMATH DE number 5559466 |
Statements
Estimation of fractional integration in the presence of data noise (English)
0 references
29 May 2009
0 references
fractional integration
0 references
long memory
0 references
outliers
0 references
measurement errors
0 references
structural change
0 references
