On the estimation and diagnostic checking of the ARFIMA-HYGARCH model.
Wilson KwanWai Keung LiGuodong LiPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- experimental data
- high level
- computational model
- maximum likelihood estimation
- object model
- statistical model
- mathematical model
- data sets
- parameter estimation
- decision trees
- theoretical analysis
- input data
- management system
- theoretical framework
- process model
- probability distribution
- probabilistic model
- bayesian framework
- formal model
- prediction model
- decision making
- model based diagnosis
- data mining