Estimation of mis-specified long memory models (Q278055)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6575851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of mis-specified long memory models |
scientific article; zbMATH DE number 6575851 |
Statements
Estimation of mis-specified long memory models (English)
0 references
2 May 2016
0 references
long memory
0 references
model mis-specification
0 references
frequency domain MLE
0 references
0 references
0 references
0.8865284323692322
0 references
0.867181122303009
0 references
0.8326253294944763
0 references
0.8179054856300354
0 references
0.8139978051185608
0 references
