Nonstationarity-extended local Whittle estimation (Q289222)
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 6586852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonstationarity-extended local Whittle estimation |
scientific article; zbMATH DE number 6586852 |
Statements
Nonstationarity-extended local Whittle estimation (English)
0 references
27 May 2016
0 references
fully extended local Whittle (FELW) estimator
0 references
memory parameter
0 references
fractional integration
0 references
nonlinear processes
0 references
0.8744032979011536
0 references
0.8687434196472168
0 references
0.8558376431465149
0 references
0.8465551137924194
0 references
0.8430126309394836
0 references
