The effect of tapering on the semiparametric estimators for nonstationary long memory processes (Q840964)
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scientific article; zbMATH DE number 5603767
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| English | The effect of tapering on the semiparametric estimators for nonstationary long memory processes |
scientific article; zbMATH DE number 5603767 |
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The effect of tapering on the semiparametric estimators for nonstationary long memory processes (English)
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14 September 2009
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long-range dependence
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order of tapering
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semiparametric estimators
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Monte Carlo study
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0.89778304
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0.89574873
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0.87242746
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0.8701997
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0.86680365
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0.86569446
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0.8635145
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0.86231935
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