Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170): Difference between revisions

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Latest revision as of 16:24, 7 June 2024

scientific article; zbMATH DE number 2118732
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English
Estimation of the location and exponent of the spectral singularity of a long memory process
scientific article; zbMATH DE number 2118732

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    Estimation of the location and exponent of the spectral singularity of a long memory process (English)
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    24 November 2004
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    long memory
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    fractionally differenced processes
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    semiparametric estimation
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