Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805)
From MaRDI portal
scientific article; zbMATH DE number 1408757
Language | Label | Description | Also known as |
---|---|---|---|
English | Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series |
scientific article; zbMATH DE number 1408757 |
Statements
Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (English)
0 references
1 March 2000
0 references
spectral density estimation
0 references
long-memory processes
0 references
memory parameters
0 references
autoregressive fractional integrated moving average models
0 references