Estimation of the long memory paramater in the presence of additive outliers and Inliers: Some Simulation Evidence

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Title: Estimation of the long memory paramater in the presence of additive outliers and Inliers: Some Simulation Evidence
Authors: Ashraf, Mohammad ali
Date: 2001
Abstract: In this paper, we analyze the effects on the estimation of the fractional parameter, d, of additive outliers or additive inliers. There are many methods of estimating the fractional parameter but here, we consider only the method of estimation proposed by
URL: http://hdl.handle.net/10393/25098
CollectionScience économique - Mémoires // Economics - Research Papers
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