مرکز منطقه ای اطلاع رساني علوم و فناوري - Semi-parametric smoothing estimators for long-memory processes with added noise

Title of article :

Semi-parametric smoothing estimators for long-memory processes with added noise

Author/Authors :

Nuno Crato، نويسنده , , Bonnie K. Ray، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

283

To page :

297

Keywords :

LMSV model , Volatility , Long memory , ARFIMA , R=S analysis

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2002

Journal title :

Journal of Statistical Planning and Inference

Record number :

219425

Link To Document :