Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (Q4939805)
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scientific article; zbMATH DE number 1408757
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| English | Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series |
scientific article; zbMATH DE number 1408757 |
Statements
Plug‐in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long‐memory Time Series (English)
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1 March 2000
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spectral density estimation
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long-memory processes
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memory parameters
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autoregressive fractional integrated moving average models
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0.85289156
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0.84386444
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0.8417372
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0.8357088
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0.8331146
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