Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique

✍ Scribed by Ellis, Craig

• Book ID: 122951366
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 1017 KB
• Volume: 8
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/S1057-5219(99)00005-8