Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420)
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scientific article
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| English | Efficiency improvements in inference on stationary and nonstationary fractional time series |
scientific article |
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Efficiency improvements in inference on stationary and nonstationary fractional time series (English)
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16 January 2006
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fractional processes
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efficient semiarametric estimation
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nonstationary processes
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\(M\)-estimation
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series estimation
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adaptive estimation
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0.8032955527305603
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0.8026406764984131
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0.7919432520866394
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0.7919430136680603
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