Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961): Difference between revisions
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Revision as of 17:01, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach |
scientific article |
Statements
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (English)
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6 January 2021
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long memory
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bias adjustment
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cumulants
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discrete Fourier transform
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periodograms
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log-periodogram regression
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