Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models (Q2740106): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9892.00220 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125610179 / rank | |||
Normal rank |
Latest revision as of 22:41, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models |
scientific article |
Statements
Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models (English)
0 references
16 September 2001
0 references
long-memory time series
0 references
fractional exponential models
0 references
stationar processes
0 references
Gaussian processes
0 references
periodogram
0 references
spectral density
0 references