Error and Model Misspecification in ARFIMA Process
نویسندگان
چکیده
منابع مشابه
Mean Square Error bounds for parameter estimation under model misspecification
In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usually the case where such models are inaccurately known or not capturing the complexity of the observed phenomenon. A natural question arises to whether we can find fundamental estimation bounds under model mismatches. T...
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ژورنال
عنوان ژورنال: Brazilian Review of Econometrics
سال: 2001
ISSN: 1980-2447
DOI: 10.12660/bre.v21n12001.3193