Local Whittle estimation of fractional integration and some of its variants (Q274887): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6573039 / rank | |||
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discrete Fourier transform | |||
| Property / zbMATH Keywords: discrete Fourier transform / rank | |||
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fractional integration | |||
| Property / zbMATH Keywords: fractional integration / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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semiparametric estimation | |||
| Property / zbMATH Keywords: semiparametric estimation / rank | |||
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Whittle likelihood | |||
| Property / zbMATH Keywords: Whittle likelihood / rank | |||
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Revision as of 16:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle estimation of fractional integration and some of its variants |
scientific article |
Statements
Local Whittle estimation of fractional integration and some of its variants (English)
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25 April 2016
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discrete Fourier transform
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fractional integration
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long memory
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semiparametric estimation
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Whittle likelihood
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