Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961)
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| Language | Label | Description | Also known as |
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| English | Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach |
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Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (English)
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6 January 2021
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long memory
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bias adjustment
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cumulants
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discrete Fourier transform
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periodograms
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log-periodogram regression
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