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Semiparametric estimation of the long-memory parameter in FARIMA models

Nonlinear Estimation and Classification March 19, 2001 - March 29, 2001

March 22, 2001 (04:15 PM PST - 04:45 PM PST)
Speaker(s): Ashis Gangopadhyay
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

12-293-Semiparametric estimation of the long-memory parameter in farima models-Ashis Gangopadhyay & Kin Cheung
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12-293-Semiparametric estimation of the long-memory parameter in farima models-Ashis Gangopadhyay & Kin Cheung

H.264 Video 12-293-Semiparametric_estimation_of_the_long-memory_parameter_in_farima_models-Ashis_Gangopadhyay___Kin_Cheung.mp4 32.2 MB video/mp4 Download
12-293-Semiparametric_estimation_of_the_long-memory_parameter_in_farima_models-Ashis_Gangopadhyay___Kin_Cheung.rm 12.7 MB application/vnd.rn-realmedia Download
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