Nonstationarity-extended local Whittle estimation (Q289222)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonstationarity-extended local Whittle estimation |
scientific article |
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Nonstationarity-extended local Whittle estimation (English)
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27 May 2016
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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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