Alternative Estimators of Long-Range Dependence

DOI10.2202/1558-3708.1798zbMATH Open1229.62122OpenAlexW1966614565MaRDI QIDQ3081592

Viviana P. Fernandez

Publication date: 9 March 2011

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1798

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical methods for wavelets (65T60)

Related Items (2)

Title not available (Why is that?) ⋮ Estimating long-range dependence: Finite sample properties and confidence intervals

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