Local Whittle estimation of fractional integration and some of its variants (Q274887): Difference between revisions
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Revision as of 23:54, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle estimation of fractional integration and some of its variants |
scientific article |
Statements
Local Whittle estimation of fractional integration and some of its variants (English)
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25 April 2016
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discrete Fourier transform
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fractional integration
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long memory
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semiparametric estimation
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Whittle likelihood
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