Exact local Whittle estimation of fractional integration (Q2583422)
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scientific article
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| English | Exact local Whittle estimation of fractional integration |
scientific article |
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Exact local Whittle estimation of fractional integration (English)
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16 January 2006
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discrete Fourier transform
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long memory
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nonstationarity
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semiparametric estimation
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Whittle likelihood
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0.8824218511581421
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0.8744032979011536
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0.8735456466674805
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0.8552740216255188
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