ESAIM: Probability and Statistics (ESAIM: P&S)

Fast calibration of weak Farima models

Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa and Marius Soltane

ESAIM: PS, 27 (2023) 156-173

Published online: 20 January 2023

DOI: 10.1051/ps/2022021

Samir Ben Hariz

Alexandre Brouste

Youssef Esstafa

Marius Soltane

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