Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2298370424 / rank | |||
Normal rank |
Revision as of 20:45, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Edgeworth expansions for semiparametric Whittle estimation of long memory. |
scientific article |
Statements
Edgeworth expansions for semiparametric Whittle estimation of long memory. (English)
0 references
1 July 2004
0 references
empirical expansions
0 references
bias correction
0 references