Pages that link to "Item:Q5859563"
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The following pages link to EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563):
Displaying 4 items.
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes (Q2136603) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- Inference for estimators of generalized long memory processes (Q6204970) (← links)
- Conditional sum of squares estimation of \(k\)-factor GARMA models (Q6649309) (← links)