In this article a new estimator for ARFIMA models is proposed. This is based on a distance estimation method relying on AR metric.
Preliminary estimation of ARFIMA models / Corduas, Marcella. - STAMPA. - (2000), pp. 247-252.
Preliminary estimation of ARFIMA models
CORDUAS, MARCELLA
2000
Abstract
In this article a new estimator for ARFIMA models is proposed. This is based on a distance estimation method relying on AR metric.File in questo prodotto:
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