Log-periodogram estimation of the memory parameter of a long-memory process under trend. (Q1424467)
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scientific article; zbMATH DE number 2055328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Log-periodogram estimation of the memory parameter of a long-memory process under trend. |
scientific article; zbMATH DE number 2055328 |
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Log-periodogram estimation of the memory parameter of a long-memory process under trend. (English)
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14 March 2004
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Long memory
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Trends
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Log-periodogram regression
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