A long-memory integer-valued time series model, INARFIMA, for financial application (Q5247943)
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scientific article; zbMATH DE number 6431025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A long-memory integer-valued time series model, INARFIMA, for financial application |
scientific article; zbMATH DE number 6431025 |
Statements
A long-memory integer-valued time series model, INARFIMA, for financial application (English)
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27 April 2015
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intra-day
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high-frequency
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estimation
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fractional integration
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reaction time
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