AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (Q4299036)
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scientific article; zbMATH DE number 598022
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| English | AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES |
scientific article; zbMATH DE number 598022 |
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AUTOMATIC SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES (English)
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21 July 1994
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long-memory, stationary Gaussian time series
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spectral density
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memory parameter
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log periodogram
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frequency domain cross-validation
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simulation study
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0.8704615831375122
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0.8703010082244873
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0.8349052667617798
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0.8337059617042542
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0.8337059617042542
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