Moment bounds for non-linear functionals of the periodogram (Q981008)
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| English | Moment bounds for non-linear functionals of the periodogram |
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Moment bounds for non-linear functionals of the periodogram (English)
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8 July 2010
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linear processes
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discrete Fourier transform
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periodogram
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long range dependence
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Geweke and Porter-Hudak (GPH) estimator
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log-periodogram regression
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0.789201557636261
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0.7887645959854126
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0.7768951654434204
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0.7747950553894043
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