Filtered log-periodogram regression of long memory processes (Q715791)
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scientific article; zbMATH DE number 5879688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtered log-periodogram regression of long memory processes |
scientific article; zbMATH DE number 5879688 |
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Filtered log-periodogram regression of long memory processes (English)
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18 April 2011
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filtering
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log-periodogram regression
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local pre-whitening
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fractional differencing parameter
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long memory
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