Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models (Q2740106): Difference between revisions
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Latest revision as of 22:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models |
scientific article |
Statements
Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models (English)
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16 September 2001
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long-memory time series
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fractional exponential models
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stationar processes
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Gaussian processes
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periodogram
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spectral density
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