artfima (version 1.4)

seARTFIMA: Standard errors of ARTFIMA based on Fisher Information

Description

Estimated standard errors are obtained from the large sample expected Fisher information matrix

Usage

seARTFIMA(d, lambda, n)

Arguments

d

ARTFIMA d parameter

lambda

ARTFIMA lambda parameter

n

length of time series

Value

vector with the estimated standard errors

See Also

informationMatrixARTFIMA

Examples

seARTFIMA(d=5/8, lambda=0.06, n=1000)