A semiparametric two-step estimator in a multivariate long memory model (Q145472): Difference between revisions

@@ Property / publication date @@
+Timestamp +1999-00-00T00:00:00Z
Timezone +00:00
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Precision 1 year
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++1999-00-00T00:00:00Z
-Timezone
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@@ Property / publication date: 1999 / rank @@
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@@ Property / author @@
+Ignacio N. Lobato
@@ Property / author: Ignacio N. Lobato / rank @@
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@@ Property / title @@
+A semiparametric two-step estimator in a multivariate long memory model (English)
+Normal rank
@@ Property / zbMATH Open document ID @@
+.62504
@@ Property / zbMATH Open document ID: 1070.62504 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G08
@@ Property / Mathematics Subject Classification ID: 62G08 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+1342888
@@ Property / zbMATH DE Number: 1342888 / rank @@
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@@ Property / zbMATH Keywords @@
+Long memory series
@@ Property / zbMATH Keywords: Long memory series / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Semiparametric estimation
@@ Property / zbMATH Keywords: Semiparametric estimation / rank @@
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+Gaussian estimation
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+Publication:145472