Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604)
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scientific article; zbMATH DE number 5026131
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| English | Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence |
scientific article; zbMATH DE number 5026131 |
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Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (English)
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24 May 2006
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cross-periodogram
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asymptotic normality
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Whittle likelihood
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generalized least squares
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0.8619897961616516
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0.8542448878288269
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0.8517521023750305
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0.844711422920227
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