Fitting non-Gaussian persistent data

Applied Stochastic Models in Business and Industry

Volumn 27, Issue 1, 2011, Pages 23-36

  Palma, Wilfredo ^a   Zevallos, Mauricio ^b  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

ARFIMA models; conditional variance; long range dependence; persistence; prediction; quasi maximum likelihood

Indexed keywords

ARFIMA MODELS; CONDITIONAL VARIANCE; LONG-RANGE DEPENDENCE; PERSISTENCE; PREDICTION; QUASI-MAXIMUM LIKELIHOOD;

GAUSSIAN NOISE (ELECTRONIC); MAXIMUM LIKELIHOOD; MINERAL RESOURCES; STOCHASTIC SYSTEMS; TIME SERIES; VIDEO STREAMING;

TIME SERIES ANALYSIS;

EID: 79951926409     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.847     Document Type: Conference Paper

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