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Comparing the bias and misspecification in Arfima models /

Comparing the bias and misspecification in Arfima models /

Bibliographic Details
Main Author: Smith, Jeremy (Autor/a)
Other Authors: Taylor, Nick (Autor/a), Yadav, Sanjay (Autor/a)
Format: Book
Language:English
Published: [Lugar de publicación no identificado] : University of Warwick, 1995.
Series:Warwick Economic research papers No. 442
Subjects:
PROCESOS ESTOCASTICOS > MODELOS MATEMATICOS
ESTIMACION DE PARAMETROS > METODOLOGIA
AUTORREGRESION (ESTADISTICA)

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