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Abstract: A new model-testing paradigm is introduced. This paradigm is illustrated through the two long-range dependent models: Second-order self-similar, and fractional ARIMA. We then consider the parameter-estimation problem when the process is known to follow a certain model. We illustrate this new estimation method on the two aformentioned long-range dependent models. The confidence intervals and biasedness are obtained for the estimates using the new method. This new method is then applied to... (Update)
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BibTeX entry: (Update)
H. Kettani (2002) A Novel Approach to the Estimation of the Long-Range Dependence Parameter. Ph.D. Thesis, University of Wisconsin - Madison. http://citeseer.ist.psu.edu/kettani02novel.html More
@misc{ kettani02novel,
author = "H. Kettani",
title = "A Novel Approach to the Estimation of the Long-Range Dependence Parameter",
text = "H. Kettani (2002) A Novel Approach to the Estimation of the Long-Range
Dependence Parameter. Ph.D. Thesis, University of Wisconsin - Madison.",
year = "2002",
url = "citeseer.ist.psu.edu/kettani02novel.html" }
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