Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815)
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scientific article; zbMATH DE number 6300686
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| English | Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics |
scientific article; zbMATH DE number 6300686 |
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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (English)
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4 June 2014
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cyclical long memory
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kernel spectral estimator
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long range dependence
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spectral confidence bands
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0.8070923686027527
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0.7991020679473877
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0.7983684539794922
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0.796563982963562
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0.7898746132850647
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