Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674)
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 5855792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Local Whittle estimation of the memory parameter in presence of deterministic components |
scientific article; zbMATH DE number 5855792 |
Statements
Local Whittle estimation of the memory parameter in presence of deterministic components (English)
0 references
22 February 2011
0 references
long memory
0 references
persistence
0 references
break
0 references
deterministic trend
0 references
0 references
0.8769493
0 references
0.8559224
0 references
0.8504771
0 references
0.8499297
0 references
0.8498129
0 references
0.8489708
0 references
0.84572905
0 references
0.84542614
0 references
