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Fast calibration of weak Farima models - MaRDI portal

Fast calibration of weak Farima models (Q6133911)

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scientific article; zbMATH DE number 7730442
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English
Fast calibration of weak Farima models
scientific article; zbMATH DE number 7730442

    Statements

    title
    Fast calibration of weak Farima models (English)
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    author
    Samir Ben Hariz
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    Alexandre Brouste
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    Youssef Esstafa
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    M. Soltane
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    publication date
    21 August 2023
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    zbMATH Keywords
    weak FARIMA models
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    Le Cam's one-step estimator
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    least squares estimator
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    consistency
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    asymptotic normality
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    Identifiers

    arXiv ID
    2206.09982
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    Mathematics Subject Classification ID
    62M10
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    62M15
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    91B84
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    zbMATH DE Number
    7730442
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    OpenAlex ID
    W4290239750
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    DOI
    10.1051/PS/2022021
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