Estimation of the frequency in cyclical long-memory series
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Publication:5300759
DOI10.1080/00949655.2010.496728zbMath1431.62432OpenAlexW2145474481MaRDI QIDQ5300759
Publication date: 28 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2010.496728
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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