ESTIMATION IN LONG-MEMORY TIME SERIES MODEL
From MaRDI portal
Publication:3774773
DOI10.1111/j.1467-9892.1988.tb00451.xzbMath0635.62085MaRDI QIDQ3774773
Kie B. Eom, Rangasami L. Kashyap
Publication date: 1988
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00451.x
frequency domain; mean-square error; Cramér-Rao lower bound; unbiased and consistent estimator; least- squares method; long-memory time series models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
Related Items
THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR, DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES, Stochastic differential equations with fractional Brownian motion input, Root-\(n\)-consistent estimation of weak fractional cointegration, Time series regression with long-range dependence
Cites Work