Small Sample Properties of Frequency Domain Estimators for the Fractional Model (Q4678886)
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scientific article; zbMATH DE number 2171322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small Sample Properties of Frequency Domain Estimators for the Fractional Model |
scientific article; zbMATH DE number 2171322 |
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Small Sample Properties of Frequency Domain Estimators for the Fractional Model (English)
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23 May 2005
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asymptotic properties
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long memory
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periodogram
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simulation
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