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The Periodogram of fractional processes<sup>1</sup> - MaRDI portal

The Periodogram of fractional processes<sup>1</sup> (Q5430501)

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scientific article; zbMATH DE number 5220238
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The Periodogram of fractional processes<sup>1</sup>
scientific article; zbMATH DE number 5220238

    Statements

    The Periodogram of fractional processes<sup>1</sup> (English)
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    16 December 2007
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    asymptotic covariance
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    truncated fractional differences filter
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    log-periodogram regression
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