Exact local Whittle estimation of fractionally cointegrated systems (Q528005): Difference between revisions
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Revision as of 04:40, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact local Whittle estimation of fractionally cointegrated systems |
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Exact local Whittle estimation of fractionally cointegrated systems (English)
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12 May 2017
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discrete Fourier transform
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fractional cointegration
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long memory
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nonstationarity
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semiparametric estimation
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Whittle likelihood
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