Multiple local Whittle estimation in stationary systems (Q955151)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple local Whittle estimation in stationary systems |
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Multiple local Whittle estimation in stationary systems (English)
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18 November 2008
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long memory
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phase
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cointegration
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semiparametric estimation
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consistency
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asymptotic normality
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