A comparison of hurst exponent estimators in long-range dependent curve time series
Han Lin Shang
| Year of publication: |
2020
|
|---|---|
| Authors: | Shang, Han Lin |
| Subject: | curve process | dynamic functional principal component analysis | functional ARFIMA | long-run covariance | long-range dependence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Schätzung | Estimation | Volatilität | Volatility | ARMA-Modell | ARMA model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2019-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012258318