REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES (Q3141188)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES |
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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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