Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (Q2703255): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:02, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence |
scientific article |
Statements
Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (English)
0 references
1 March 2001
0 references
log periodogram regression
0 references
projective estimation
0 references
adaptive dimension selection
0 references
asymptotic optimality
0 references