Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (Q2703255): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00181 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2135494809 / rank | |||
Normal rank | |||
Latest revision as of 19:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence |
scientific article |
Statements
Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (English)
0 references
1 March 2001
0 references
log periodogram regression
0 references
projective estimation
0 references
adaptive dimension selection
0 references
asymptotic optimality
0 references
