Time varying long memory parameter estimation for locally stationary long memory processes (Q5078131)
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scientific article; zbMATH DE number 7530038
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time varying long memory parameter estimation for locally stationary long memory processes |
scientific article; zbMATH DE number 7530038 |
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Time varying long memory parameter estimation for locally stationary long memory processes (English)
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20 May 2022
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GPH estimator
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local Whittle estimator
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locally stationary long memory process
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time varying long memory parameter
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