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Not all long‐memory estimators are born equal: The case of nonstationary functional time series - MaRDI portal

Not all long‐memory estimators are born equal: The case of nonstationary functional time series (Q5094301)

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scientific article; zbMATH DE number 7566549
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Not all long‐memory estimators are born equal: The case of nonstationary functional time series
scientific article; zbMATH DE number 7566549

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    Not all long‐memory estimators are born equal: The case of nonstationary functional time series (English)
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    2 August 2022
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    dynamic functional principal component analysis
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    functional autoregressive fractionally integrated moving average
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    long-run covariance
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    long-range dependence
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    nonstationary curve process
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