Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (Q5299805)
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scientific article; zbMATH DE number 6179574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes |
scientific article; zbMATH DE number 6179574 |
Statements
Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (English)
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21 June 2013
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copulas
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empirical estimation
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hypothesis test
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Kendall's \(\tau\) coefficient
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long range dependence
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mallows distance
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semiparametric estimation
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VARFIMA processes
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0.8579896
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0.8553229
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0.8500008
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0.84541357
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0.8453392
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0.84297556
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0.83882725
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0.83760995
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0.83557117
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