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

dc.contributor.author	Ashraf, Mohammad ali
dc.contributor.supervisor	Rodriguez, Gabriel
dc.date.accessioned	2013-08-27T19:52:52Z
dc.date.available	2013-08-27T19:52:52Z
dc.date.created	2001
dc.date.issued	2001
dc.description.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
dc.identifier.uri	http://hdl.handle.net/10393/25098
dc.language.iso	en
dc.title	Estimation of the long memory paramater in the presence of additive outliers and Inliers: Some Simulation Evidence

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