Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474)
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scientific article; zbMATH DE number 6577359
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Gaussian semiparametric estimation of multivariate fractionally integrated processes |
scientific article; zbMATH DE number 6577359 |
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137
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2
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277-310
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April 2007
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4 May 2016
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Gaussian semiparametric estimation of multivariate fractionally integrated processes (English)
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fractional integration
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long memory
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semiparametric estimation
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0.92660123
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0.9077308
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0.9060308
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0.90336144
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0.9028584
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0.89602995
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0.8872118
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0.8835123
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Katsumi Shimotsu
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