An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (Q1344955)
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scientific article; zbMATH DE number 724749
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| English | An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series |
scientific article; zbMATH DE number 724749 |
Statements
An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series (English)
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20 April 1995
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Wiener-Ito integrals
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long-range dependence
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spectral density
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fractional ARMA
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linear stationary time series
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general long memory time series
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asymptotic joint distribution
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normalized periodogram
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Fourier frequencies
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semiparametric
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log-periodogram regression
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0.8649141
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0.8437705
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0.84282935
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