Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study.
| Autor: | Sena, M. R.1 (AUTHOR), Reisen, V.A.2 (AUTHOR) valderio@verao.cce.ufes.br, Lopes, S.R. C.3 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Simulation & Computation. Aug2006, Vol. 35 Issue 3, p789-802. 14p. 9 Charts. |
| Databáze: | Business Source Ultimate |
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