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Search: subject:"Modèle ARFIMA"
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ARFIMA model
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Modèle ARFIMA
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autoregression
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autorégression
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fractional integration
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intégration fractionnelle
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long memory
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Galbraith, John
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Zinde-Walsh, Victoria
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Autoregression-Based Estimators for ARFIMA Models
Galbraith, John
;
Zinde-Walsh, Victoria
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2001
spécification du
modèle
ARFIMA
à estimer, et le calcul des estimations est simple. …
Persistent link: https://www.econbiz.de/10005100960
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