Local polynomial Whittle estimation of perturbed fractional processes (Q738169)
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scientific article; zbMATH DE number 6617073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local polynomial Whittle estimation of perturbed fractional processes |
scientific article; zbMATH DE number 6617073 |
Statements
Local polynomial Whittle estimation of perturbed fractional processes (English)
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15 August 2016
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bias reduction
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local Whittle
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long memory
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perturbed fractional process
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semiparametric estimation
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stochastic volatility
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