Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
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Publication:4640225
DOI10.1111/jtsa.12284zbMath1392.62284OpenAlexW2789953151MaRDI QIDQ4640225
Young Min Kim, Daniel J. Nordman, Soumendra Nath Lahiri
Publication date: 16 May 2018
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12284
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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