ARFIMA processes and outliers: a weighted likelihood approach
Year of publication: |
2010
|
---|---|
Authors: | Agostinelli, Claudio ; Bisaglia, Luisa |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 37.2010, 9, p. 1569-1584
|
Publisher: |
Taylor & Francis Journals |
Subject: | ARFIMA processes | outliers | robust estimation | weighted likelihood |
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