Estimation of the location and exponent of the spectral singularity of a long memory process (Q4828170)
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scientific article; zbMATH DE number 2118732
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| English | Estimation of the location and exponent of the spectral singularity of a long memory process |
scientific article; zbMATH DE number 2118732 |
Statements
Estimation of the location and exponent of the spectral singularity of a long memory process (English)
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24 November 2004
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long memory
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fractionally differenced processes
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semiparametric estimation
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0.8016719
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0.7863085
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