Exact local Whittle estimation of fractionally cointegrated systems (Q528005)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact local Whittle estimation of fractionally cointegrated systems |
scientific article; zbMATH DE number 6714736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact local Whittle estimation of fractionally cointegrated systems |
scientific article; zbMATH DE number 6714736 |
Statements
Exact local Whittle estimation of fractionally cointegrated systems (English)
0 references
12 May 2017
0 references
discrete Fourier transform
0 references
fractional cointegration
0 references
long memory
0 references
nonstationarity
0 references
semiparametric estimation
0 references
Whittle likelihood
0 references
0 references
0 references
0 references
0 references
