Estimation of cyclic long-memory parameters (Q5108974)
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scientific article; zbMATH DE number 7197860
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| default for all languages | No label defined |
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| English | Estimation of cyclic long-memory parameters |
scientific article; zbMATH DE number 7197860 |
Statements
Estimation of cyclic long‐memory parameters (English)
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7 May 2020
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estimators of parameters
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filter
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Gegenbauer-type spectral densities
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seasonal/cyclic long memory
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stochastic process
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wavelet transformation
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0.9071823954582214
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0.8455550074577332
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0.8439826965332031
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0.8241434097290039
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0.8227080702781677
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