The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (Q4386471)
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scientific article; zbMATH DE number 1146534
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| English | The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter |
scientific article; zbMATH DE number 1146534 |
Statements
The distribution of the low frequency periodogram ordinates of fractionally differenced series and their inclusion in two estimators of the differencing parameter (English)
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1998
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GPH estimator
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long memory time series
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fractional differencing
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0.8492608070373535
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0.8317171335220337
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0.8128730654716492
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