The scaling function-based estimator of long memory in the presence of a short-term component
Hérôme Fillol; Fabien Tripier
| Year of publication: |
2004
|
|---|---|
| Authors: | Fillol, Hérôme ; Tripier, Fabien |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 84.2004, 1, p. 49-54
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002095782