Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:13, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency improvements in inference on stationary and nonstationary fractional time series |
scientific article |
Statements
Efficiency improvements in inference on stationary and nonstationary fractional time series (English)
0 references
16 January 2006
0 references
fractional processes
0 references
efficient semiarametric estimation
0 references
nonstationary processes
0 references
\(M\)-estimation
0 references
series estimation
0 references
adaptive estimation
0 references
