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"Monte Carlo simulation for comparison of different estimators of long ..."

Ranjit Kumar Paul, Sandipan Samanta, Bishal Gurung (2015)

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DOI: 10.3233/MAS-140317

access: closed

type: Journal Article

metadata version: 2020-04-16

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Ranjit Kumar Paul, Sandipan Samanta, Bishal Gurung:
Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price. Model. Assist. Stat. Appl. 10(2): 117-128 (2015)

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