Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060): Difference between revisions
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Revision as of 19:44, 29 February 2024
scientific article
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| English | Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity |
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Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
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28 February 2020
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long memory
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multivariate time series
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phase parameters
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local Whittle estimation
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fractional cointegration
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fractal connectivity
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