Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence (Q4640225)
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scientific article; zbMATH DE number 6869250
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| English | Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence |
scientific article; zbMATH DE number 6869250 |
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Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence (English)
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16 May 2018
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bandwidth
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frequency domain
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kernel estimation
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long-memory parameter
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periodogram
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0.92980313
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0.92757946
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0.91433156
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0.9138981
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