The article introduce the problem of adaptive estimation for long memory time series and discusses the consequences for fractional exponential models.
Adaptive Estimation of Fractional Exponential Models / Corduas, Marcella. - STAMPA. - 2:(2002), pp. 393-396.
Adaptive Estimation of Fractional Exponential Models
CORDUAS, MARCELLA
2002
Abstract
The article introduce the problem of adaptive estimation for long memory time series and discusses the consequences for fractional exponential models.File in questo prodotto:
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