A semiparametric two-step estimator in a multivariate long memory model (Q145472)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric two-step estimator in a multivariate long memory model |
scientific article |
Statements
90
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1
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129-153
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May 1999
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1999
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A semiparametric two-step estimator in a multivariate long memory model (English)
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Long memory series
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Semiparametric estimation
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Gaussian estimation
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