Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943): Difference between revisions

@@ Property / author @@
-Liudas Giraitis
@@ Property / author: Liudas Giraitis / rank @@
-Normal rank
@@ Property / author @@
-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
-Normal rank
@@ Property / author @@
+Liudas Giraitis
@@ Property / author: Liudas Giraitis / rank @@
+Normal rank
@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2006.01.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2142728798
@@ Property / OpenAlex ID: W2142728798 / rank @@
+Normal rank
@@ Property / cites work @@
+An Asymptotic Result for the Finite Predictor.
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+Consistent autoregressive spectral estimates
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