Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (Q1672748)
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scientific article; zbMATH DE number 6934682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes |
scientific article; zbMATH DE number 6934682 |
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Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes (English)
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11 September 2018
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long run variance estimation
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fractional integration
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large-\(m\) and fixed-\(m\) asymptotic theory
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memory autocorrelation consistent (MAC) estimator
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