Exact local Whittle estimation of fractionally cointegrated systems (Q528005): Difference between revisions

@@ Property / author @@
+Katsumi Shimotsu
@@ Property / author: Katsumi Shimotsu / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714736
@@ Property / zbMATH DE Number: 6714736 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete Fourier transform
@@ Property / zbMATH Keywords: discrete Fourier transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional cointegration
@@ Property / zbMATH Keywords: fractional cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationarity
@@ Property / zbMATH Keywords: nonstationarity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+semiparametric estimation
@@ Property / zbMATH Keywords: semiparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Whittle likelihood
@@ Property / zbMATH Keywords: Whittle likelihood / rank @@
+Normal rank

Exact local Whittle estimation of fractionally cointegrated systems (Q528005): Difference between revisions

Revision as of 07:07, 1 July 2023

Statements

Identifiers

Sitelinks

Mathematics(0 entries)