Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (Q2744934)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity |
scientific article |
Statements
Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity (English)
0 references
9 October 2001
0 references
Robinson estimator
0 references
spectral density estimation
0 references
long-memory index
0 references
consistency
0 references
