Multiple local Whittle estimation in stationary systems (Q955151)
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scientific article; zbMATH DE number 5368500
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| default for all languages | No label defined |
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| English | Multiple local Whittle estimation in stationary systems |
scientific article; zbMATH DE number 5368500 |
Statements
Multiple local Whittle estimation in stationary systems (English)
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18 November 2008
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long memory
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phase
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cointegration
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semiparametric estimation
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consistency
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asymptotic normality
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0.8280345797538757
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0.8191554546356201
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0.8165317177772522
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0.802409827709198
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0.8002620339393616
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