Semiparametric estimation from time series with long-range dependence (Q1341199)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Semiparametric estimation from time series with long-range dependence
scientific article

    Statements

    Semiparametric estimation from time series with long-range dependence (English)
    0 references
    0 references
    0 references
    16 March 1995
    0 references
    0 references
    0 references
    0 references
    0 references
    long-memory time-series dependence
    0 references
    semiparametric averaged derivative statistics
    0 references
    index models
    0 references
    long-range dependence
    0 references
    nonnormal limiting distribution
    0 references