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EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND - MaRDI portal

EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550)

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EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
scientific article

    Statements

    title
    EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (English)
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    author
    Katsumi Shimotsu
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    publication date
    23 April 2010
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G05
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    65C60
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    62P20
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    62M09
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    zbMATH DE Number
    5700365
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    OpenAlex ID
    W2107168615
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