Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price.
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%0 Journal Article
%1 journals/masa/PaulSG15
%A Paul, Ranjit Kumar
%A Samanta, Sandipan
%A Gurung, Bishal
%D 2015
%J Model. Assist. Stat. Appl.
%K dblp
%N 2
%P 117-128
%T Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price.
%U http://dblp.uni-trier.de/db/journals/masa/masa10.html#PaulSG15
%V 10
@article{journals/masa/PaulSG15,
added-at = {2020-04-16T00:00:00.000+0200},
author = {Paul, Ranjit Kumar and Samanta, Sandipan and Gurung, Bishal},
biburl = {https://www.bibsonomy.org/bibtex/2561fe251d987f49f2c4fd08954e1dc2a/dblp},
ee = {https://www.wikidata.org/entity/Q57777487},
interhash = {2a38089dab3acfa28ea764f4c4fa9a7d},
intrahash = {561fe251d987f49f2c4fd08954e1dc2a},
journal = {Model. Assist. Stat. Appl.},
keywords = {dblp},
number = 2,
pages = {117-128},
timestamp = {2020-04-17T12:01:08.000+0200},
title = {Monte Carlo simulation for comparison of different estimators of long memory parameter: An application of ARFIMA model for forecasting commodity price.},
url = {http://dblp.uni-trier.de/db/journals/masa/masa10.html#PaulSG15},
volume = 10,
year = 2015
}
