Log-periodogram regression of time series with long range dependence (Q1906201)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-periodogram regression of time series with long range dependence |
scientific article |
Statements
Log-periodogram regression of time series with long range dependence (English)
0 references
8 February 1996
0 references
long range dependence
0 references
least squares
0 references
generalized least squares
0 references
multiple time series models
0 references
spectral density matrix
0 references
log-periodogram regression estimate
0 references
differencing parameters
0 references
asymptotic normality
0 references
