Matches in SemOpenAlex for { <https://semopenalex.org/work/W2018278987> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2018278987 endingPage "232" @default.
- W2018278987 startingPage "221" @default.
- W2018278987 abstract "In this paper we present an indirect estimation procedure for (ARFIMA) fractional time series models.The estimation method is based on an ‘incorrect’criterion which does not directly provide a consistent estimator of the parameters of interest,but leads to correct inference by using simulations. The main steps are the following. First,we consider an auxiliary model which can be easily estimated.Specifically,we choose the finite lag Autoregressive model.Then, this is estimated on the observations and simulated values drawn from the ARFIMA model associated with a given value of the parameters of interest.Finally,the latter is calibrated in order to obtain close values of the two estimators of the auxiliary parameters. In this article,we describe the estimation procedure and compare the performance of the indirect estimator with some alternative estimators based on the likelihood function by a Monte Carlo study." @default.
- W2018278987 created "2016-06-24" @default.
- W2018278987 creator A5074652344 @default.
- W2018278987 date "1997-11-01" @default.
- W2018278987 modified "2023-10-18" @default.
- W2018278987 title "Indirect inference for fractional time series models" @default.
- W2018278987 cites W1973694910 @default.
- W2018278987 cites W1979722297 @default.
- W2018278987 cites W1986372184 @default.
- W2018278987 cites W2010536381 @default.
- W2018278987 cites W2019302713 @default.
- W2018278987 cites W2021879483 @default.
- W2018278987 cites W2045404766 @default.
- W2018278987 cites W2055781590 @default.
- W2018278987 cites W2059850868 @default.
- W2018278987 cites W2063827883 @default.
- W2018278987 cites W2067441026 @default.
- W2018278987 cites W2077655468 @default.
- W2018278987 cites W2087852394 @default.
- W2018278987 cites W2136954911 @default.
- W2018278987 cites W2138937548 @default.
- W2018278987 cites W2169829317 @default.
- W2018278987 cites W2522027325 @default.
- W2018278987 cites W2522295287 @default.
- W2018278987 cites W4242671632 @default.
- W2018278987 cites W4248104870 @default.
- W2018278987 cites W4251238138 @default.
- W2018278987 cites W4256347160 @default.
- W2018278987 doi "https://doi.org/10.1080/00949659708811857" @default.
- W2018278987 hasPublicationYear "1997" @default.
- W2018278987 type Work @default.
- W2018278987 sameAs 2018278987 @default.
- W2018278987 citedByCount "1" @default.
- W2018278987 crossrefType "journal-article" @default.
- W2018278987 hasAuthorship W2018278987A5074652344 @default.
- W2018278987 hasConcept C105795698 @default.
- W2018278987 hasConcept C1297061 @default.
- W2018278987 hasConcept C143724316 @default.
- W2018278987 hasConcept C149782125 @default.
- W2018278987 hasConcept C151730666 @default.
- W2018278987 hasConcept C154945302 @default.
- W2018278987 hasConcept C159877910 @default.
- W2018278987 hasConcept C185429906 @default.
- W2018278987 hasConcept C19499675 @default.
- W2018278987 hasConcept C2776214188 @default.
- W2018278987 hasConcept C2779793024 @default.
- W2018278987 hasConcept C28826006 @default.
- W2018278987 hasConcept C2986394398 @default.
- W2018278987 hasConcept C33923547 @default.
- W2018278987 hasConcept C41008148 @default.
- W2018278987 hasConcept C86803240 @default.
- W2018278987 hasConcept C91602232 @default.
- W2018278987 hasConceptScore W2018278987C105795698 @default.
- W2018278987 hasConceptScore W2018278987C1297061 @default.
- W2018278987 hasConceptScore W2018278987C143724316 @default.
- W2018278987 hasConceptScore W2018278987C149782125 @default.
- W2018278987 hasConceptScore W2018278987C151730666 @default.
- W2018278987 hasConceptScore W2018278987C154945302 @default.
- W2018278987 hasConceptScore W2018278987C159877910 @default.
- W2018278987 hasConceptScore W2018278987C185429906 @default.
- W2018278987 hasConceptScore W2018278987C19499675 @default.
- W2018278987 hasConceptScore W2018278987C2776214188 @default.
- W2018278987 hasConceptScore W2018278987C2779793024 @default.
- W2018278987 hasConceptScore W2018278987C28826006 @default.
- W2018278987 hasConceptScore W2018278987C2986394398 @default.
- W2018278987 hasConceptScore W2018278987C33923547 @default.
- W2018278987 hasConceptScore W2018278987C41008148 @default.
- W2018278987 hasConceptScore W2018278987C86803240 @default.
- W2018278987 hasConceptScore W2018278987C91602232 @default.
- W2018278987 hasIssue "3" @default.
- W2018278987 hasLocation W20182789871 @default.
- W2018278987 hasOpenAccess W2018278987 @default.
- W2018278987 hasPrimaryLocation W20182789871 @default.
- W2018278987 hasRelatedWork W2025277238 @default.
- W2018278987 hasRelatedWork W2061606205 @default.
- W2018278987 hasRelatedWork W2065024178 @default.
- W2018278987 hasRelatedWork W2153529706 @default.
- W2018278987 hasRelatedWork W2162048186 @default.
- W2018278987 hasRelatedWork W2168581528 @default.
- W2018278987 hasRelatedWork W2332791946 @default.
- W2018278987 hasRelatedWork W3121189238 @default.
- W2018278987 hasRelatedWork W3123696124 @default.
- W2018278987 hasRelatedWork W3123288520 @default.
- W2018278987 hasVolume "59" @default.
- W2018278987 isParatext "false" @default.
- W2018278987 isRetracted "false" @default.
- W2018278987 magId "2018278987" @default.
- W2018278987 workType "article" @default.