GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (Q4792117)
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scientific article; zbMATH DE number 1865988
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES |
scientific article; zbMATH DE number 1865988 |
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GENERALISED LEAST SQUARES (GLS) ESTIMATION OF THE DIFFERENCE PARAMETER IN LONG MEMORY (ARFIMA) PROCESSES (English)
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11 February 2003
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