Log-periodogram estimation of the memory parameter of a long-memory process under trend.
type: Item
instance of: scholarly article
title: Log-periodogram estimation of the memory parameter of a long-memory process under trend.
zbMATH Open document ID: 1038.62085
DOI: 10.1016/S0167-7152(02)00358-9
author: Philipp Sibbertsen
published in: Statistics \& Probability Letters
publication date: 2004-03-14T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 2055328
zbMATH Keywords: Long memory
zbMATH Keywords: Trends
zbMATH Keywords: Log-periodogram regression
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2055328