On parameter estimation for locally stationary long-memory processes (Q1007468)
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scientific article; zbMATH DE number 5530755
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| English | On parameter estimation for locally stationary long-memory processes |
scientific article; zbMATH DE number 5530755 |
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On parameter estimation for locally stationary long-memory processes (English)
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20 March 2009
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long memory
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fractional ARIMA process
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local stationarity
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bandwidth selection
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0.862221896648407
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0.8366442322731018
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0.8354646563529968
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0.8315809369087219
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0.8315809369087219
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