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On the Estimation of Locally Stationary Long-Memory Processes - MaRDI portal

On the Estimation of Locally Stationary Long-Memory Processes (Q5220361)

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scientific article; zbMATH DE number 7180578
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English
On the Estimation of Locally Stationary Long-Memory Processes
scientific article; zbMATH DE number 7180578

    Statements

    On the Estimation of Locally Stationary Long-Memory Processes (English)
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    16 March 2020
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    local stationarity
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    long-range dependence
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    nonstationarity
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    Whittle estimation
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