An efficient estimator for locally stationary Gaussian long-memory processes (Q605935)
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scientific article
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| English | An efficient estimator for locally stationary Gaussian long-memory processes |
scientific article |
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An efficient estimator for locally stationary Gaussian long-memory processes (English)
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15 November 2010
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nonstationarity
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local stationarity
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long-range dependence
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Whittle estimation
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consistency
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asymptotic normality
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efficiency
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0.9537451
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0.9468116
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0.9190355
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0.9176941
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0.9150253
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0.90636337
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0.89624214
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0.8920208
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