Averaged periodogram estimation of long memory (Q1922368)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Averaged periodogram estimation of long memory |
scientific article; zbMATH DE number 922054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged periodogram estimation of long memory |
scientific article; zbMATH DE number 922054 |
Statements
Averaged periodogram estimation of long memory (English)
0 references
19 January 1997
0 references
averaged periodogram estimation
0 references
spectral density near zero frequency
0 references
long memory time series
0 references
Monte Carlo
0 references
finite-sample distribution
0 references
asymptotic mean squared error
0 references
0 references
0 references
