Long memory processes and fractional integration in econometrics (Q1922357)
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scientific article; zbMATH DE number 922044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory processes and fractional integration in econometrics |
scientific article; zbMATH DE number 922044 |
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Long memory processes and fractional integration in econometrics (English)
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19 January 1997
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Hurst effect
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ARFIMA processes
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FIGARCH processes
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stochastic volatility
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survey
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review
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long memory processes
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fractional integration
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finance
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semiparametric procedures
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maximum likelihood techniques
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