Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (Q2744934): Difference between revisions
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| Property / DOI: 10.1111/1467-9892.00234; 10.7916/D85H7TGM / rank | |||
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Latest revision as of 10:13, 25 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity |
scientific article |
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Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (English)
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9 October 2001
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Robinson estimator
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spectral density estimation
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long-memory index
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consistency
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