Estimating long-range dependence in the presence of periodicity: An empirical study
type: Item
instance of: scholarly article
title: Estimating long-range dependence in the presence of periodicity: An empirical study
zbMATH Open document ID: 0999.62072
DOI: 10.1016/S0895-7177(99)00104-1
author: D. Kharzeev
published in: Mathematical and Computer Modelling
publication date: 2002-10-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1804178
zbMATH Keywords: fractional ARIMA
zbMATH Keywords: Hurst parameter
zbMATH Keywords: long memory
zbMATH Keywords: self-similarity
describes a project that uses: longmemo
MaRDI profile type: Publication
cites work: Q3783791
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full work available at URL: s0895-7177(99)00104-1
OpenAlex ID: W2036904089
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description: scientific article; zbMATH DE number 1804178