Exact local Whittle estimation in long memory time series with multiple poles (Q5859563)
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scientific article; zbMATH DE number 7334498
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| English | Exact local Whittle estimation in long memory time series with multiple poles |
scientific article; zbMATH DE number 7334498 |
Statements
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (English)
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16 April 2021
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long memory time series
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0.8552740216255188
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0.8317726254463196
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0.8295562863349915
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0.8280345797538757
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0.8240760564804077
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