Estimating seasonal long-memory processes: a Monte Carlo study (Q5290897)
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scientific article; zbMATH DE number 5021839
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating seasonal long-memory processes: a Monte Carlo study |
scientific article; zbMATH DE number 5021839 |
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Estimating seasonal long-memory processes: a Monte Carlo study (English)
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3 May 2006
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fractional differencing
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long-memory
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periodogram regression
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seasonality
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Whittle maximum likelihood procedure
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0.8423959612846375
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0.8327204585075378
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0.830762505531311
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0.830345630645752
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0.8293772339820862
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