A semiparametric two-step estimator in a multivariate long memory model (Q145472): Difference between revisions
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Property / DOI: 10.1016/S0304-4076(98)00038-4 / rank | |||||||||||||||
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1999
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Property / publication date: 1999 / rank | |||||||||||||||
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Property / author: Ignacio N. Lobato / rank | |||||||||||||||
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A semiparametric two-step estimator in a multivariate long memory model (English) | |||||||||||||||
Property / title: A semiparametric two-step estimator in a multivariate long memory model (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1070.62504 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62G08 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||||||||||||||
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Property / zbMATH DE Number: 1342888 / rank | |||||||||||||||
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Long memory series | |||||||||||||||
Property / zbMATH Keywords: Long memory series / rank | |||||||||||||||
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Semiparametric estimation | |||||||||||||||
Property / zbMATH Keywords: Semiparametric estimation / rank | |||||||||||||||
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Gaussian estimation | |||||||||||||||
Property / zbMATH Keywords: Gaussian estimation / rank | |||||||||||||||
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Revision as of 15:15, 18 July 2023
scientific article
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English | A semiparametric two-step estimator in a multivariate long memory model |
scientific article |
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90
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1
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129-153
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May 1999
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1999
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A semiparametric two-step estimator in a multivariate long memory model (English)
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Long memory series
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Semiparametric estimation
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Gaussian estimation
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