Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M09 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6577359 / rank | |||
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| Property / zbMATH Keywords | |||
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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Revision as of 16:43, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian semiparametric estimation of multivariate fractionally integrated processes |
scientific article |
Statements
137
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2
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277-310
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April 2007
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4 May 2016
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Gaussian semiparametric estimation of multivariate fractionally integrated processes (English)
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fractional integration
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long memory
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semiparametric estimation
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