Estimação robusta de processos ARFIMA
=== This document focus on the study of methodologies used for estimating the long memory parameter in ARFIMA processes contaminated by atypical data. The suggested methodologies are based on robust estimators for the spectrum of the process, which can be reasonable alternatives for the estimation...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2011
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| Online Access: | http://hdl.handle.net/1843/BUOS-92FKXU |