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Q4869738 - MaRDI portal

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scientific article; zbMATH DE number 854953
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scientific article; zbMATH DE number 854953

    Statements

    publication date
    23 June 1996
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    zbMATH Keywords
    long range dependence
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    self similarity parameter
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    semiparametric estimation
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    optimal bandwidth choice
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    ARFIMA models
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    time series
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    smooth spectrum
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    fractional ARIMA models
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    data-dependent approximations
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    author
    Miguel A. Delgado
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    Peter M. Robinson
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    Identifiers

    zbMATH DE Number
    854953
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