Inference of Bivariate Long-memory Aggregate Time Series (Q4602131)
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scientific article; zbMATH DE number 6829986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference of Bivariate Long-memory Aggregate Time Series |
scientific article; zbMATH DE number 6829986 |
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Inference of Bivariate Long-memory Aggregate Time Series (English)
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26 January 2018
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aggregation
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asymptotic normality
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fractional Gaussian noise
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spectral maximum likelihood estimator
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Whittle likelihood
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