Browsing Exact and Earth Sciences by Author "Abraham, Bovas"

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    • Estimation of parameters in ARFIMA processes 

      Lopes, Silvia Regina Costa; Abraham, Bovas; Reisen, Valderio Anselmo (2000) [Journal article]
      It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process leads to some difficulties ...