"Invariance of the first difference in ARFIMA models."

Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen (2006)

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DOI: 10.1007/S00180-006-0005-0

access: closed

type: Journal Article

metadata version: 2020-07-16

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Barbara P. Olbermann, Sílvia R. C. Lopes, Valderio Anselmo Reisen:
Invariance of the first difference in ARFIMA models. Comput. Stat. 21(3-4): 445-461 (2006)

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