The Periodogram of fractional processes<sup>1</sup> (Q5430501)
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scientific article; zbMATH DE number 5220238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Periodogram of fractional processes<sup>1</sup> |
scientific article; zbMATH DE number 5220238 |
Statements
The Periodogram of fractional processes<sup>1</sup> (English)
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16 December 2007
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asymptotic covariance
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truncated fractional differences filter
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log-periodogram regression
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