A comparison of techniques of estimation in long-memory processes. (Q1128623)
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scientific article; zbMATH DE number 1189900
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of techniques of estimation in long-memory processes. |
scientific article; zbMATH DE number 1189900 |
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A comparison of techniques of estimation in long-memory processes. (English)
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13 August 1998
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Fractional Gaussian noise
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Fractional ARIMA(p,d,q) processes
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Estimation
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Long-range dependence
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