Adaptive estimation of the fractional differencing coefficient (Q5950041): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:00, 30 January 2024
scientific article; zbMATH DE number 1679510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of the fractional differencing coefficient |
scientific article; zbMATH DE number 1679510 |
Statements
Adaptive estimation of the fractional differencing coefficient (English)
0 references
10 March 2003
0 references
fractional differencing
0 references
Gaussian processes
0 references
log-periodogram regression
0 references
minimax estimation
0 references
adaptive estimation
0 references
