Local Whittle estimation of multi-variate fractionally integrated processes (Q4979113)
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scientific article; zbMATH DE number 6304788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle estimation of multi-variate fractionally integrated processes |
scientific article; zbMATH DE number 6304788 |
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Local Whittle estimation of multi-variate fractionally integrated processes (English)
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16 June 2014
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fractional integration
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local Whittle
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long memory
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multi-variate semi-parametric estimation
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exchange rates
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