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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics - MaRDI portal

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (Q2451815)

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Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
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    Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics (English)
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    4 June 2014
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    cyclical long memory
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    kernel spectral estimator
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    long range dependence
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    spectral confidence bands
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