Semi-parametric smoothing estimators for long-memory processes with added noise (Q1611815)
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scientific article; zbMATH DE number 1790210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric smoothing estimators for long-memory processes with added noise |
scientific article; zbMATH DE number 1790210 |
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Semi-parametric smoothing estimators for long-memory processes with added noise (English)
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28 August 2002
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ARFIMA
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LMSV model
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R/S analysis
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spectral regression
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tables
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long-memory
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stochastic volatility
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