Whittle-type estimation under long memory and nonstationarity (Q2218620)
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scientific article; zbMATH DE number 7297211
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| English | Whittle-type estimation under long memory and nonstationarity |
scientific article; zbMATH DE number 7297211 |
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Whittle-type estimation under long memory and nonstationarity (English)
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15 January 2021
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fractionally integrated time series
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discontinuity
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test distortion
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0.9347393
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0.90252095
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0.89662284
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0.89652896
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0.89611495
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