On parameter estimation for locally stationary long-memory processes
type: Item
instance of: scholarly article
title: On parameter estimation for locally stationary long-memory processes
zbMATH Open document ID: 1156.62055
author: Jan Beran
published in: Journal of Statistical Planning and Inference
publication date: 2009-03-20T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 5530755
zbMATH Keywords: long memory
zbMATH Keywords: fractional ARIMA process
zbMATH Keywords: local stationarity
zbMATH Keywords: bandwidth selection
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.05.047
OpenAlex ID: W2127150275
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DOI: 10.1016/J.JSPI.2008.05.047
description: scientific article; zbMATH DE number 5530755