The scaling function-based estimator of long memory in the presence of a short-term component
type: Item
instance of: scholarly article
title: The scaling function-based estimator of long memory in the presence of a short-term component
zbMATH Open document ID: 1255.62246
author: Jérôme Fillol
author: Fabien Tripier
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6120308
zbMATH Keywords: long memory
zbMATH Keywords: scaling function
zbMATH Keywords: ARFIMA
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.12.011
OpenAlex ID: W2075304869
cites work: A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
cites work: Long memory processes and fractional integration in econometrics
cites work: Q4865042
cites work: Rescaled variance and related tests for long memory in volatility and levels
DOI: 10.1016/J.ECONLET.2003.12.011
description: scientific article; zbMATH DE number 6120308