Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604): Difference between revisions

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scientific article; zbMATH DE number 5026131
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English
Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence
scientific article; zbMATH DE number 5026131

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    Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (English)
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    24 May 2006
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    cross-periodogram
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    asymptotic normality
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    Whittle likelihood
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    generalized least squares
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