Title of article :
Estimation of fractional integration in the presence of data noise
Author/Authors :
Niels Haldrup، نويسنده , , Morten ?rregaard Nielsen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
15
From page :
3100
To page :
3114
Keywords :
Fractional integration , Long memory , OUTLIERS , Measurement errors , Structural change
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2007
Journal title :
Computational Statistics and Data Analysis
Record number :
145292
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145292
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