Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:36, 5 March 2024
scientific article; zbMATH DE number 2118732
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the location and exponent of the spectral singularity of a long memory process |
scientific article; zbMATH DE number 2118732 |
Statements
Estimation of the location and exponent of the spectral singularity of a long memory process (English)
0 references
24 November 2004
0 references
long memory
0 references
fractionally differenced processes
0 references
semiparametric estimation
0 references