A comparison of estimation methods in non-stationary ARFIMA processes

Journal of Statistical Computation and Simulation

Volumn 74, Issue 5, 2004, Pages 339-347

  Lopes, S R C ^a   Olbermann, B P ^a   Reisen, V A ^b  

^a FEDERAL UNIVERSITY OF RIO GRANDE DO SUL   (Brazil)

^b FEDERAL UNIVERSITY OF ESPÍRITO SANTO   (Brazil)

Author keywords

Long memory; Non stationary time series; Semiparametric and parametric estimations

Indexed keywords

EID: 2442448318     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/0094965031000115420     Document Type: Article

References (25)

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