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Minimum Hellinger distance estimation of an ARFIMA process - MaRDI portal

Minimum Hellinger distance estimation of an ARFIMA process (Q456641)

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scientific article; zbMATH DE number 6093920
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Minimum Hellinger distance estimation of an ARFIMA process
scientific article; zbMATH DE number 6093920

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    Minimum Hellinger distance estimation of an ARFIMA process (English)
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    16 October 2012
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    minimum Hellinger distance estimate
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    AutoRegressive Fractionally Integrated Moving Average (ARFIMA) process
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