Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (Q2703255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence |
scientific article |
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Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence (English)
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1 March 2001
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log periodogram regression
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projective estimation
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adaptive dimension selection
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asymptotic optimality
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