Minimum distance estimation of ARFIMA processes
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سال
: 2013شناسه الکترونیک: 10.1016/j.csda.2012.08.005
کلیدواژه(گان): Autocorrelation,Fractional noise,Fractional filtering,Long,Missing data,Non
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Minimum distance estimation of ARFIMA processes
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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 | |
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 |