scientific article; zbMATH DE number 772913
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Publication:4838522
zbMath0818.62080MaRDI QIDQ4838522
J. R. Court, M. Shelton Peiris
Publication date: 12 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
spectral density estimationfractional differencinglong memory time seriesestimator of degree of differencing
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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Fast computation and practical use of amplitudes at non-Fourier frequencies ⋮ The bias of lag window estimators of the fractional difference parameter.
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