Efficient tapered local Whittle estimation of multivariate fractional processes (Q2242857)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient tapered local Whittle estimation of multivariate fractional processes |
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Efficient tapered local Whittle estimation of multivariate fractional processes (English)
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10 November 2021
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fractional processes
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multivariate time series
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nonstationarity
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semiparametric estimation
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tapering
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