Efficient estimation method for generalized ARFIMA models (Q6067505)
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scientific article; zbMATH DE number 7767137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation method for generalized ARFIMA models |
scientific article; zbMATH DE number 7767137 |
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Efficient estimation method for generalized ARFIMA models (English)
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17 November 2023
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ARFIMA
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asymptotic distributional bias and risk
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Monte Carlo simulation
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partial likelihood
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shrinkage and pretest estimators
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