Semiparametric analysis of long-memory time series (Q1327856)
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scientific article; zbMATH DE number 597426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric analysis of long-memory time series |
scientific article; zbMATH DE number 597426 |
Statements
Semiparametric analysis of long-memory time series (English)
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26 September 1994
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regular variation
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autocorrelation-consistent standard errors
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cointegration
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semiparametric statistical inference
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long-memory covariance stationary time series
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unknown self-similarity parameter
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discretely averaged periodogram
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consistency properties
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scale factor
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standard errors
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least squares estimates of polynomial regression
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long- memory errors
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generalized least squares estimates
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