ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

By Valderio Anselmo Reisen, Bovas Abraham, Sílvia Regina Costa Lopes. 2001

72 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/163f9e02656d3ecff5742d496246e230bc69c536