Estimation of fractional integration in the presence of data noise
type: Item
instance of: scholarly article
title: Estimation of fractional integration in the presence of data noise
zbMATH Open document ID: 1161.62325
author: Niels Haldrup
author: Morten Ørregaard Nielsen
published in: Computational Statistics and Data Analysis
publication date: 2009-05-29T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5559466
zbMATH Keywords: fractional integration
zbMATH Keywords: long memory
zbMATH Keywords: outliers
zbMATH Keywords: measurement errors
zbMATH Keywords: structural change
describes a project that uses: ARFIMA
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: j.csda.2006.02.005
OpenAlex ID: W1970874681
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DOI: 10.1016/J.CSDA.2006.02.005
description: scientific article; zbMATH DE number 5559466