Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060)
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scientific article; zbMATH DE number 7175877
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| English | Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity |
scientific article; zbMATH DE number 7175877 |
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Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (English)
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28 February 2020
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long memory
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multivariate time series
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phase parameters
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local Whittle estimation
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fractional cointegration
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fractal connectivity
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0.8737084
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0.86087984
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0.8507035
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0.84963775
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0.84929717
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0.83624136
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