An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955): Difference between revisions
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Revision as of 20:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series |
scientific article |
Statements
An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (English)
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20 April 1995
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Wiener-Ito integrals
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long-range dependence
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spectral density
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fractional ARMA
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linear stationary time series
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general long memory time series
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asymptotic joint distribution
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normalized periodogram
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Fourier frequencies
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semiparametric
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log-periodogram regression
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