Exact local Whittle estimation of fractional integration (Q2583422)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact local Whittle estimation of fractional integration |
scientific article; zbMATH DE number 2247605
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact local Whittle estimation of fractional integration |
scientific article; zbMATH DE number 2247605 |
Statements
Exact local Whittle estimation of fractional integration (English)
0 references
16 January 2006
0 references
discrete Fourier transform
0 references
long memory
0 references
nonstationarity
0 references
semiparametric estimation
0 references
Whittle likelihood
0 references
0.8824218511581421
0 references
0.8744032979011536
0 references
0.8735456466674805
0 references
0.8552740216255188
0 references
