Minimum distance estimation of ARFIMA processes
Publisher:
Year
: 2013DOI: 10.1016/j.csda.2012.08.005
Keyword(s): Autocorrelation,Fractional noise,Fractional filtering,Long,Missing data,Non
Collections
:
-
Statistics
Minimum distance estimation of ARFIMA processes
Show full item record
| contributor author | Zevallos, Mauricio - Palma, Wilfredo | |
| date accessioned | 2020-03-11T15:33:38Z | |
| date available | 2020-03-11T15:33:38Z | |
| date issued | 2013 | |
| identifier issn | 0167-9473 | |
| identifier other | 10.1016-j.csda.2012.08.005.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/578216?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Minimum distance estimation of ARFIMA processes | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4431368 | |
| subject keywords | Autocorrelation | |
| subject keywords | Fractional noise | |
| subject keywords | Fractional filtering | |
| subject keywords | Long | |
| subject keywords | Missing data | |
| subject keywords | Non | |
| identifier doi | 10.1016/j.csda.2012.08.005 | |
| journal title | Computational Statistics and Data Analysis | |
| journal volume | 58 | |
| journal issue | 0 | |
| filesize | 356657 | |
| citations | 0 |