Unit root log periodogram regression (Q277158)
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scientific article; zbMATH DE number 6577507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root log periodogram regression |
scientific article; zbMATH DE number 6577507 |
Statements
Unit root log periodogram regression (English)
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4 May 2016
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asymptotic independence
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discrete Fourier transform
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fractional integration
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log periodogram regression
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long memory parameter
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nonstationarity
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semiparametric estimation
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unit root
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