A semiparametric two-step estimator in a multivariate long memory model (Q145472): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
EloiFerrer (talk | contribs) Removed claim: DOI (P27): 10.1016/S0304-4076(98)00038-4 |
||
| Property / DOI | |||
| Property / DOI: 10.1016/S0304-4076(98)00038-4 / rank | |||
Revision as of 14:11, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric two-step estimator in a multivariate long memory model |
scientific article |
Statements
90
0 references
1
0 references
129-153
0 references
May 1999
0 references
1999
0 references
A semiparametric two-step estimator in a multivariate long memory model (English)
0 references
Long memory series
0 references
Semiparametric estimation
0 references
Gaussian estimation
0 references
