Log-periodogram regression of time series with long range dependence (Q1906201)
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scientific article; zbMATH DE number 843006
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| English | Log-periodogram regression of time series with long range dependence |
scientific article; zbMATH DE number 843006 |
Statements
Log-periodogram regression of time series with long range dependence (English)
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8 February 1996
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long range dependence
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least squares
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generalized least squares
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multiple time series models
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spectral density matrix
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log-periodogram regression estimate
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differencing parameters
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asymptotic normality
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0.9468436
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0.92492855
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0.91721463
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0.9162767
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0.90907025
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