The distance between rival nonstationary fractional processes (Q265027): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q418244
Property / author
 
Property / author: Peter M. Robinson / rank
Normal rank
 

Revision as of 16:12, 14 February 2024

scientific article
Language Label Description Also known as
English
The distance between rival nonstationary fractional processes
scientific article

    Statements

    The distance between rival nonstationary fractional processes (English)
    0 references
    1 April 2016
    0 references
    nonstationary fractional processes
    0 references
    memory parameter estimation
    0 references
    fractional cointegration
    0 references
    rates of convergence
    0 references

    Identifiers