ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (Q4272767)
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scientific article; zbMATH DE number 472907
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| English | ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES |
scientific article; zbMATH DE number 472907 |
Statements
ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES (English)
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7 March 1994
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log-periodogram regression
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tapering
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normalized periodogram ordinates
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general long-memory time series
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spectral density
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low frequencies
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periodogram-based estimation
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memory parameter
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Gaussian process
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asymptotic relative bias
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asymptotic mean
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Euler's constant
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regression estimator
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0.8635368347167969
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0.8632997274398804
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0.8573634028434753
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0.849446177482605
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0.847915768623352
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