A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (Q5220830)
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scientific article; zbMATH DE number 7183169
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| English | A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes |
scientific article; zbMATH DE number 7183169 |
Statements
A generalization of a Gaussian semiparametric estimator on multivariate long-range dependent processes (English)
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27 March 2020
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fractional integration
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long-range dependence
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semiparametric estimation
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smoothed periodogram
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tapered periodogram
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VARFIMA processes
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0.9277746081352234
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0.8519570827484131
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0.8330965042114258
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0.8330965042114258
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0.8312974572181702
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