A comparison of estimation methods in non-stationary ARFIMA processes (Q4673863)
From MaRDI portal
scientific article; zbMATH DE number 2166579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of estimation methods in non-stationary ARFIMA processes |
scientific article; zbMATH DE number 2166579 |
Statements
A comparison of estimation methods in non-stationary ARFIMA processes (English)
0 references
9 May 2005
0 references
nonstationary time series
0 references
long memory
0 references
semiparametric
0 references
parametric
0 references
0 references
0 references
0 references
