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Evaluating the efficiency of fractional integration parameter estimators - MaRDI portal

Evaluating the efficiency of fractional integration parameter estimators (Q3564762)

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Evaluating the efficiency of fractional integration parameter estimators
scientific article

    Statements

    title
    Evaluating the efficiency of fractional integration parameter estimators (English)
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    publication date
    26 May 2010
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    zbMATH Keywords
    time series
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    fractional integration
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    long memory
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    Monte Carlo simulation
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    Identifiers

    Mathematics Subject Classification ID
    37M10
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    62M10
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    62P20
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    68U20
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    65C05
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    91B84
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    zbMATH DE Number
    5712343
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    OpenAlex ID
    W2094741761
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