Efficient estimation method for generalized ARFIMA models-Reference-Cited by-同舟云学术

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Efficient estimation method for generalized ARFIMA models

Published:2022-04-20 Issue: Volume: Page:1-23
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Pandher S. S.¹,Hossain S.²,Budsaba K.³,Volodin A.¹

Affiliation:

1. Department of Mathematics and Statistics, University of Regina, Regina, Saskatchewan, Canada

2. Department of Mathematics and Statistics, University of Winnipeg, Winnipeg, Manitoba, Canada

3. Department of Mathematics and Statistics, Thammasat University, Pathum Thani, Thailand

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2064503

Reference32 articles.

1. Risk comparison of some shrinkage M-estimators in linear models

2. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics

3. Statistical analysis of autoregressive fractionally integrated moving average models in R

4. Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

5. Least angle regression

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