Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application
From MaRDI portal
Publication:934270
zbMATH Open1141.62068MaRDI QIDQ934270
Publication date: 29 July 2008
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05)
Related Items (1)
This page was built for publication: Fractional integration with Bloomfield exponential spectral disturbances: a Monte Carlo experiment and an application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q934270)
