Multiple local Whittle estimation in stationary systems (Q955151)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiple local Whittle estimation in stationary systems |
scientific article; zbMATH DE number 5368500
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiple local Whittle estimation in stationary systems |
scientific article; zbMATH DE number 5368500 |
Statements
Multiple local Whittle estimation in stationary systems (English)
0 references
18 November 2008
0 references
long memory
0 references
phase
0 references
cointegration
0 references
semiparametric estimation
0 references
consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0.8280345797538757
0 references
0.8191554546356201
0 references
0.8165317177772522
0 references
0.802409827709198
0 references
0.8002620339393616
0 references
