Nonstationarity-extended local Whittle estimation (Q289222)

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Nonstationarity-extended local Whittle estimation
scientific article

    Statements

    title
    Nonstationarity-extended local Whittle estimation (English)
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    author
    Karim M. Abadir
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    Walter Distaso
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    Liudas Giraitis
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    publication date
    27 May 2016
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    zbMATH Keywords
    fully extended local Whittle (FELW) estimator
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    memory parameter
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    fractional integration
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    nonlinear processes
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G05
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    62E20
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    62G20
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    62M15
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    62P20
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    zbMATH DE Number
    6586852
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    Wikidata QID
    Q105583665
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    OpenAlex ID
    W3121966990
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