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Parametric estimation for ARFIMA models via spectral methods - MaRDI portal

Parametric estimation for ARFIMA models via spectral methods (Q2493248)

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Parametric estimation for ARFIMA models via spectral methods
scientific article

    Statements

    title
    Parametric estimation for ARFIMA models via spectral methods (English)
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    author
    Mauro Coli
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    Lara Fontanella
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    Mariagrazia Granturco
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    publication date
    12 June 2006
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    zbMATH Keywords
    ARFIMA processes
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    Karhunen Loève decomposition
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    Whittle MLE
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    KLE-WL algorithm
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    Monte Carlo
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    tables
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    Identifiers

    DOI
    10.1007/BF02511572
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    Mathematics Subject Classification ID
    62M10
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    62H25
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    62M15
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    zbMATH DE Number
    5031373
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