Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:28, 8 February 2024
scientific article; zbMATH DE number 6304776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Broadband semi-parametric estimation of long-memory time series by fractional exponential models |
scientific article; zbMATH DE number 6304776 |
Statements
Broadband semi-parametric estimation of long-memory time series by fractional exponential models (English)
0 references
16 June 2014
0 references
long-range dependence
0 references
fractional exponential models
0 references
semi-parametric estimation
0 references
Whittle likelihood
0 references
