Whittle-type estimation under long memory and nonstationarity
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Publication:2218620
DOI10.1007/s10182-019-00358-0zbMath1457.62257OpenAlexW2982409510MaRDI QIDQ2218620
Publication date: 15 January 2021
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-019-00358-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Fractional processes, including fractional Brownian motion (60G22)
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Cites Work
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