Semiparametric estimation from time series with long-range dependence (Q1341199)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Semiparametric estimation from time series with long-range dependence |
scientific article |
Statements
Semiparametric estimation from time series with long-range dependence (English)
0 references
16 March 1995
0 references
long-memory time-series dependence
0 references
semiparametric averaged derivative statistics
0 references
index models
0 references
long-range dependence
0 references
nonnormal limiting distribution
0 references
0 references
0 references
0 references
0 references
0 references