Issues in the estimation of mis-specified models of fractionally integrated processes (Q2182145)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Issues in the estimation of mis-specified models of fractionally integrated processes |
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Issues in the estimation of mis-specified models of fractionally integrated processes (English)
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21 May 2020
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long memory models
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ARFIMA
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pseudo-true parameter
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frequency domain estimators
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time domain estimators
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mis-specified short memory dynamics
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