Community Profile

photo

György Inzelt


Aktiv seit 2011

Professional Interests: Econometrics, Macroeconomics, Financial Econometrics

Statistiken

  • Personal Best Downloads Level 1
  • First Review
  • 5-Star Galaxy Level 2
  • First Submission

Abzeichen anzeigen

Content Feed

Anzeigen nach

Gesendet


ARFIMA(p,d,q) estimator
Maximum likelihood estimators of stationary univariate ARFIMA(p,d,q) processes.

fast 13 Jahre vor | 13 Downloads |

Thumbnail

Gesendet


ARFIMA(p,d,q) goodness-of-fit test
Goodness of fit test for post-validating fitted ARFIMA(p,d,q)processes

etwa 13 Jahre vor | 1 Download |

Thumbnail