MathSciDoc: An Archive for Mathematician ∫

 
Log In
Sign Up
Help
Go
 

Consistent order selection for arfima processes

Hsueh-Han Huang National Tsing Hua University Ngai Hang Chan The Chinese University of Hong Kong Kun Chen Southwestern University of Finance and Economics Ching-Kang Ing National Tsing Hua University

arXiv subject: Statistics Theory (math.ST) mathscidoc:2206.72001

Annals of Statistics, 50, (3), 1297–1319, 2022.6
No abstract uploaded!
ARFIMA models, Bayesian information criterion, conditional heteroscedastic errors, long memory and nonstationary time series, order selection
[ Download ] [ 2022-06-23 22:07:11 uploaded by mdlselection ] [ 644 downloads ] [ 0 comments ] 
@inproceedings{hsueh-han2022consistent,
  title={CONSISTENT ORDER SELECTION FOR ARFIMA PROCESSES},
  author={Hsueh-Han Huang, Ngai Hang Chan, Kun Chen, and Ching-Kang Ing},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220623220711761791457},
  booktitle={Annals of Statistics},
  volume={50},
  number={3},
  pages={1297–1319},
  year={2022},
}
Hsueh-Han Huang, Ngai Hang Chan, Kun Chen, and Ching-Kang Ing. CONSISTENT ORDER SELECTION FOR ARFIMA PROCESSES. 2022. Vol. 50. In Annals of Statistics. pp.1297–1319. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20220623220711761791457.
Please log in for comment!
 
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved