(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (Q4299025)
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scientific article; zbMATH DE number 598011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES |
scientific article; zbMATH DE number 598011 |
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(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES (English)
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29 June 1994
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semiparametric estimation
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fractionally integrated seasonal processes
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periodogram regression
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approximate mean squared errors
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fractional differencing
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log-periodogram
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estimation of the difference parameters
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bias
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variance
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risk of fractional misspecification
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