Parametric and semiparametric estimations of stationary univariate ARFIMA models (Q5956042)
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scientific article; zbMATH DE number 1708375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric and semiparametric estimations of stationary univariate ARFIMA models |
scientific article; zbMATH DE number 1708375 |
Statements
Parametric and semiparametric estimations of stationary univariate ARFIMA models (English)
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25 April 2002
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fractional differencing
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long memory
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periodogram
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smoothed regression
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