Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:37, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity |
scientific article |
Statements
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
0 references
28 February 2020
0 references
long memory
0 references
multivariate time series
0 references
phase parameters
0 references
local Whittle estimation
0 references
fractional cointegration
0 references
fractal connectivity
0 references
