REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188)
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scientific article; zbMATH DE number 444746
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| English | REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES |
scientific article; zbMATH DE number 444746 |
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REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (English)
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13 March 1994
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ARFIMA models
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regression of consistent spectral estimators
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normal distribution
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periodogram regression
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difference parameter
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fractionally integrated autoregressive moving-average models
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fractional integration
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0.8389371037483215
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0.8150768876075745
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0.8095889091491699
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0.8079999089241028
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0.8070911765098572
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