Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100): Difference between revisions

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Latest revision as of 15:30, 30 December 2024

scientific article; zbMATH DE number 6304776
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Broadband semi-parametric estimation of long-memory time series by fractional exponential models
scientific article; zbMATH DE number 6304776

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    Broadband semi-parametric estimation of long-memory time series by fractional exponential models (English)
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    16 June 2014
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    long-range dependence
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    fractional exponential models
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    semi-parametric estimation
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    Whittle likelihood
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