Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2019.07.007 / rank
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Latest revision as of 21:38, 17 December 2024

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Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity
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    Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
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    28 February 2020
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    long memory
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    multivariate time series
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    phase parameters
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    local Whittle estimation
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    fractional cointegration
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    fractal connectivity
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