Nonparametric estimation under long memory dependence (Q4470130)
From MaRDI portal
scientific article; zbMATH DE number 2076706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation under long memory dependence |
scientific article; zbMATH DE number 2076706 |
Statements
Nonparametric estimation under long memory dependence (English)
0 references
22 June 2004
0 references
Long memory
0 references
Kernel estimation
0 references
Distribution function
0 references
Density function
0 references
Hazard rate
0 references
Fractional Brownian
0 references
FARIMA processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
