Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604)
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scientific article; zbMATH DE number 5026131
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence |
scientific article; zbMATH DE number 5026131 |
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Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (English)
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24 May 2006
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cross-periodogram
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asymptotic normality
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Whittle likelihood
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generalized least squares
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