Non-stationary Gaussian ARFIMA processes : estimation and application
Year of publication: |
2002
|
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Authors: | Lopes, Silvia R. C. ; Olbermann, B. P. ; Reisen, Valdério Anselmo |
Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 22.2002, 1, p. 103-126
|
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätzung | Estimation |
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