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Volumn 27, Issue 1, 1998, Pages 61-81

A comparison of techniques of estimation in long-memory processes

Author keywords

Estimation; Fractional ARIMA(p, d, q) processes; Fractional Gaussian noise; Long range dependence

Indexed keywords

DATA REDUCTION; PARAMETER ESTIMATION;

EID: 0032489247     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(97)00045-5     Document Type: Article
Times cited : (38)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.