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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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