The scaling function-based estimator of long memory in the presence of a short-term component
Year of publication: |
2004
|
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Authors: | Fillol, Hérôme ; Tripier, Fabien |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 84.2004, 1, p. 49-54
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | ARMA-Modell | ARMA model |
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