Consistent estimation of the memory parameter for nonlinear time series (Q3440757)
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scientific article; zbMATH DE number 5158750
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| English | Consistent estimation of the memory parameter for nonlinear time series |
scientific article; zbMATH DE number 5158750 |
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Consistent estimation of the memory parameter for nonlinear time series (English)
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29 May 2007
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local Whittle estimator
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semiparametric estimation
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rate of convergence
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0.8767704367637634
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0.8453221321105957
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0.8389829397201538
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0.8386140465736389
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0.8329331278800964
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