On the estimation of locally stationary long-memory processes (Q5220361)
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scientific article; zbMATH DE number 7180578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the estimation of locally stationary long-memory processes |
scientific article; zbMATH DE number 7180578 |
Statements
On the Estimation of Locally Stationary Long-Memory Processes (English)
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16 March 2020
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local stationarity
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long-range dependence
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nonstationarity
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Whittle estimation
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0.8950639963150024
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0.8103979229927063
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0.8027644157409668
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0.7982569932937622
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0.7977784872055054
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