Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423)
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scientific article; zbMATH DE number 1804178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating long-range dependence in the presence of periodicity: An empirical study |
scientific article; zbMATH DE number 1804178 |
Statements
Estimating long-range dependence in the presence of periodicity: An empirical study (English)
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6 October 2002
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fractional ARIMA
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Hurst parameter
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long memory
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self-similarity
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0.9271128
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0.9043307
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0.9036877
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0.8959883
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0.89278466
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0.8906531
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0.8860085
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