On the estimation and diagnostic checking of the ARFIMA–HYGARCH model

Mathematics

• Residual Autocorrelation 100%
• Diagnostics 93%
• Long Memory 75%
• Portmanteau Test 48%
• Conditional Heteroscedasticity 46%
• Model Diagnostics 44%
• Integrated Model 44%
• Memory Model 44%
• GARCH Model 42%
• Quasi-maximum Likelihood 41%
• Nest 40%
• Conditional Variance 40%
• GARCH 40%
• Moving Average 36%
• t-distribution 36%
• Model 30%
• Statistical Inference 30%
• Asymptotic Normality 29%
• Maximum Likelihood Estimation 29%
• Maximum Likelihood Estimator 27%
• Asymptotic distribution 27%
• Test Statistic 27%
• Asymptotic Properties 26%
• Fractional 22%
• Simulation 19%

Engineering & Materials Science

• Autocorrelation 32%
• Data storage equipment 19%
• Maximum likelihood estimation 18%
• Maximum likelihood 14%
• Statistics 11%
• Students 11%