Local Whittle estimation in nonstationary and unit root cases. (Q1879948)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Whittle estimation in nonstationary and unit root cases. |
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Local Whittle estimation in nonstationary and unit root cases. (English)
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15 September 2004
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discrete Fourier transform
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fractional integration
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long memory
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nonstationarity
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semiparametric estimation
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trend
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Whittle likelihood
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unit root
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fractional process
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