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A piecewise polynomial trend against long range dependence - MaRDI portal

A piecewise polynomial trend against long range dependence (Q2515861)

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A piecewise polynomial trend against long range dependence
scientific article

    Statements

    title
    A piecewise polynomial trend against long range dependence (English)
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    author
    Changryong Baek
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    publication date
    7 August 2015
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    zbMATH Keywords
    piecewise polynomial trend
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    long-range dependence
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    local Whittle estimator
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G10
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    62L10
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    zbMATH DE Number
    6471429
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    OpenAlex ID
    W1998603635
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