Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity
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Publication:2744934
DOI10.1111/1467-9892.00234zbMath0973.62082OpenAlexW2037958728MaRDI QIDQ2744934
Publication date: 9 October 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00234
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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