Alternative estimators of long-range dependence

Business & Economics

• Long-range Dependence 100%
• Quasi-maximum Likelihood 41%
• Fluctuations 39%
• Estimator 36%
• Moving Average 31%
• Detrended Fluctuation Analysis (DFA) 24%
• Data Generating Process 22%
• Autoregressive Moving Average 22%
• Alternatives 21%
• Wavelets 21%
• Monte Carlo Experiment 21%
• Resampling 16%
• R/S Analysis 14%
• Rescaled Range 13%
• Bootstrap 13%
• Semiparametric Methods 12%
• Size Distortion 12%
• Coefficients 6%

Mathematics

• Long-range Dependence 58%
• Quasi-maximum Likelihood 30%
• Fluctuations 29%
• Periodogram 28%
• Alternatives 28%
• Estimator 27%
• Moving Average 27%
• Monte Carlo Experiment 18%
• Autoregressive Moving Average 17%
• Wavelets 13%
• Size Distortion 12%
• ARFIMA 11%
• Semiparametric Methods 10%
• Gold 9%
• High Power 9%
• Resampling 8%
• Quantify 7%
• Biased 7%
• Bootstrap 7%
• Range of data 4%
• Coefficient 3%

Social Sciences

• fluctuation 33%
• experiment 9%
• gold 8%
• trend 7%