Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations |
scientific article |
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Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (English)
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6 August 2014
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long memory process
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random level shifts
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short memory dynamics
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additive noise
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local-Whittle estimators
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