Nonstationarity-extended local Whittle estimation (Q289222): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6586852
@@ Property / zbMATH DE Number: 6586852 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fully extended local Whittle (FELW) estimator
+Normal rank
@@ Property / zbMATH Keywords @@
+memory parameter
@@ Property / zbMATH Keywords: memory parameter / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional integration
@@ Property / zbMATH Keywords: fractional integration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonlinear processes
@@ Property / zbMATH Keywords: nonlinear processes / rank @@
+Normal rank

Revision as of 19:23, 27 June 2023