Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420): Difference between revisions
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Revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency improvements in inference on stationary and nonstationary fractional time series |
scientific article |
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Efficiency improvements in inference on stationary and nonstationary fractional time series (English)
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16 January 2006
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fractional processes
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efficient semiarametric estimation
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nonstationary processes
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\(M\)-estimation
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series estimation
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adaptive estimation
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