Open AccessImproved Estimation of the Memory Parameter
Author(s) -
Erhard Reschenhofer,
Manveer Kaur Mangat,
Tom Stark
Publication year - 2020
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2020.101004
Subject(s) - estimator , long memory , range (aeronautics) , mathematics , periodogram , statistics , econometrics , frequency domain , series (stratigraphy) , smoothing , goodness of fit , index (typography) , rescaled range , computer science , mathematical analysis , volatility (finance) , detrended fluctuation analysis , paleontology , materials science , geometry , scaling , world wide web , composite material , biology