A comparison of techniques of estimation in long-memory processes-Reference-Cited by-同舟云学术

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A comparison of techniques of estimation in long-memory processes

Published:1998-03 Issue:1 Volume:27 Page:61-81
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Bisaglia Luisa,Guégan Dominique

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference33 articles.

1. Bias in an estimator of the fractional difference parameter;Agiakloglou;J.T.S.A.,1993

2. Theory of speculation;Bachelier,1964

3. Statistics for Long-Memory Processes;Beran,1994

4. Maximum likelihood of the differencing parameter for invertible short and long memory autoregressive integrated moving average model;Beran;J.R.S.S. B,1995

5. Time series: Theory and Methods;Brockwell,1991

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