Local Whittle estimation of fractional integration and some of its variants (Q274887)
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scientific article; zbMATH DE number 6573039
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| English | Local Whittle estimation of fractional integration and some of its variants |
scientific article; zbMATH DE number 6573039 |
Statements
Local Whittle estimation of fractional integration and some of its variants (English)
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25 April 2016
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discrete Fourier transform
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fractional integration
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long memory
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semiparametric estimation
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Whittle likelihood
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0.8735456466674805
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0.8642996549606323
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0.8628612160682678
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0.85218745470047
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0.8401156663894653
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