ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES (Q4324815)
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scientific article; zbMATH DE number 729105
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES |
scientific article; zbMATH DE number 729105 |
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ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES (English)
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6 June 1995
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GPH estimator
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long-memory time series
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tapering
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periodogram ordinates
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fractionally integrated process
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memory parameter
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nonstationary
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noninvertible
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asymptotic relative bias
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periodogram bias
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regression estimator
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Fourier frequencies
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