A comparison of hurst exponent estimators in long-range dependent curve time series
Han Lin Shang
| Year of publication: |
2020
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|---|---|
| Authors: | Shang, Han Lin |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 12.2020, 1, p. 1-39
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| Subject: | curve process | dynamic functional principal component analysis | functional ARFIMA | long-run covariance | long-range dependence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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