Nonstationarity-extended Whittle estimation with discontinuity: a correction (Q2295364)
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scientific article; zbMATH DE number 7166874
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| English | Nonstationarity-extended Whittle estimation with discontinuity: a correction |
scientific article; zbMATH DE number 7166874 |
Statements
Nonstationarity-extended Whittle estimation with discontinuity: a correction (English)
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13 February 2020
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fractional integration
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discontinuity
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test distortion
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nonstationary time series
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0.8564571142196655
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0.8112822771072388
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0.8040322661399841
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0.7696756720542908
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0.7676312923431396
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