Estimating a generalized long memory process (Q1922365)
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scientific article; zbMATH DE number 922051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating a generalized long memory process |
scientific article; zbMATH DE number 922051 |
Statements
Estimating a generalized long memory process (English)
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19 January 1997
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CSS estimation
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conditional sum of squares estimation
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two-parameter long memory process
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Gegenbauer process
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fractionally integrated process
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unit-root limiting distribution
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functional of Brownian motions
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