Estimation of mis-specified long memory models (Q278055): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number: 6575851 / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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model mis-specification | |||
| Property / zbMATH Keywords: model mis-specification / rank | |||
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frequency domain MLE | |||
| Property / zbMATH Keywords: frequency domain MLE / rank | |||
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Revision as of 16:57, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of mis-specified long memory models |
scientific article |
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Estimation of mis-specified long memory models (English)
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2 May 2016
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long memory
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model mis-specification
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frequency domain MLE
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