Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series (Q4541343)
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scientific article; zbMATH DE number 1773884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series |
scientific article; zbMATH DE number 1773884 |
Statements
30 July 2002
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frequency domain estimation
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long-range dependence
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nonstationary fractional models
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nonstationary long memory time series
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tapering
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Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series (English)
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