Invariance of the first difference in ARFIMA models
| Year of publication: |
2006
|
|---|---|
| Authors: | Olbermann, Barbara ; Lopes, Sílvia ; Reisen, Valdério |
| Published in: |
Computational Statistics. - Springer. - Vol. 21.2006, 3, p. 445-461
|
| Publisher: |
Springer |
| Subject: | Non-stationary processes | Long memory | Estimation | Invariance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613171