Semiparametric estimation from time series with long-range dependence (Q1341199)
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scientific article; zbMATH DE number 706579
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| English | Semiparametric estimation from time series with long-range dependence |
scientific article; zbMATH DE number 706579 |
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Semiparametric estimation from time series with long-range dependence (English)
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16 March 1995
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long-memory time-series dependence
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semiparametric averaged derivative statistics
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index models
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long-range dependence
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nonnormal limiting distribution
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0.8728624582290649
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0.8726125955581665
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0.8619897961616516
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0.8409472107887268
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