(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025): Difference between revisions
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| Property / author | |||
| Property / author: Uwe Hassler / rank | |||
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| Property / author: Uwe Hassler / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1994.tb00174.x / rank | |||
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| Property / OpenAlex ID: W1977063993 / rank | |||
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| Property / cites work | |||
| Property / cites work: Central limit theorems for time series regression / rank | |||
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| Property / cites work: Q4405392 / rank | |||
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Latest revision as of 16:41, 22 May 2024
scientific article; zbMATH DE number 598011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES |
scientific article; zbMATH DE number 598011 |
Statements
(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (English)
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29 June 1994
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semiparametric estimation
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fractionally integrated seasonal processes
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periodogram regression
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approximate mean squared errors
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fractional differencing
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log-periodogram
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estimation of the difference parameters
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bias
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variance
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risk of fractional misspecification
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