Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060): Difference between revisions
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Revision as of 18:05, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity |
scientific article |
Statements
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
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28 February 2020
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long memory
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multivariate time series
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phase parameters
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local Whittle estimation
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fractional cointegration
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fractal connectivity
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