Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619)

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scientific article; zbMATH DE number 5026145
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Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series
scientific article; zbMATH DE number 5026145

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    Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (English)
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    24 May 2006
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    seasonality
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    cycles
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    periodogram
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    long range dependence
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    asymptotic normality
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