Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (Q1299885)
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scientific article; zbMATH DE number 1328439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method |
scientific article; zbMATH DE number 1328439 |
Statements
Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method (English)
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21 February 2000
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fractional ARIMA(p,d,q) model
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Hurst parameter
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quasi-likelihood
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