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A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model.

Valderio Anselmo ReisenBartolomeu ZamprognoWilfredo PalmaJosu Arteche
Published in: Math. Comput. Simul. (2014)
Keyphrases
  • semi parametric
  • probabilistic model
  • maximum likelihood
  • parameter estimation
  • data sets
  • objective function
  • neural network model
  • data mining
  • knowledge discovery
  • graphical models
  • linear regression
  • hybrid model