Nonlinear log-periodogram regression for perturbed fractional processes (Q1398966)
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scientific article; zbMATH DE number 1961849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear log-periodogram regression for perturbed fractional processes |
scientific article; zbMATH DE number 1961849 |
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Nonlinear log-periodogram regression for perturbed fractional processes (English)
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7 August 2003
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Asymptotic bias
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Asymptotic normality
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Bias reduction
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Fractional components model
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Perturbed fractional process
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Rate of convergence
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Testing perturbations
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