Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (Q2137818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated sum-of-squares estimation of fractional time series models with generalized power law trend |
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Truncated sum-of-squares estimation of fractional time series models with generalized power law trend (English)
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11 May 2022
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asymptotic normality
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consistency
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deterministic trend
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fractional process
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generalized polynomial trend
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generalized power law trend
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noninvertibility
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nonstationarity
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sum-of-squares estimation
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