EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550)

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EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
scientific article

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    title
    EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (English)
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    author
    Katsumi Shimotsu
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    publication date
    23 April 2010
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    Mathematics Subject Classification ID
    62M10
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    62G05
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    65C60
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    62P20
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    62M09
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    zbMATH DE Number
    5700365
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    cites work
     
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