Unit root log periodogram regression (Q277158)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root log periodogram regression |
scientific article |
Statements
Unit root log periodogram regression (English)
0 references
4 May 2016
0 references
asymptotic independence
0 references
discrete Fourier transform
0 references
fractional integration
0 references
log periodogram regression
0 references
long memory parameter
0 references
nonstationarity
0 references
semiparametric estimation
0 references
unit root
0 references
0 references
0 references
0 references
