Efficient estimation method for generalized ARFIMA models
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Publication:6067505
DOI10.1080/03610926.2022.2064503OpenAlexW4224244396MaRDI QIDQ6067505
Unnamed Author, Shakhawat Hossain, Kamon Budsaba, Andrei I. Volodin
Publication date: 17 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2064503
partial likelihoodMonte Carlo simulationARFIMAasymptotic distributional bias and riskshrinkage and pretest estimators
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