Broadband semi-parametric estimation of long-memory time series by fractional exponential models (Q4979100)
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scientific article; zbMATH DE number 6304776
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| English | Broadband semi-parametric estimation of long-memory time series by fractional exponential models |
scientific article; zbMATH DE number 6304776 |
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Broadband semi-parametric estimation of long-memory time series by fractional exponential models (English)
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16 June 2014
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long-range dependence
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fractional exponential models
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semi-parametric estimation
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Whittle likelihood
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0.9776056
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0.8926609
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0.88373804
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