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

FieldValue
dc.contributor.authorAshraf, Mohammad ali
dc.date.accessioned2013-08-27T19:52:52Z
dc.date.available2013-08-27T19:52:52Z
dc.date.created2001
dc.date.issued2001
dc.identifier.urihttp://hdl.handle.net/10393/25098
dc.description.abstractIn 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
dc.language.isoen
dc.titleEstimation of the long memory paramater in the presence of additive outliers and Inliers: Some Simulation Evidence
dc.contributor.supervisorRodriguez, Gabriel
CollectionÉconomie - Mémoires // Economics - Research Papers

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