Estimating a generalized long memory process
type: Item
instance of: scholarly article
title: Estimating a generalized long memory process
zbMATH Open document ID: 0854.62083
DOI: 10.1016/0304-4076(95)01739-9
author: Ching-Fan Chung
published in: Journal of Econometrics
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 922051
zbMATH Keywords: CSS estimation
zbMATH Keywords: conditional sum of squares estimation
zbMATH Keywords: two-parameter long memory process
zbMATH Keywords: Gegenbauer process
zbMATH Keywords: fractionally integrated process
zbMATH Keywords: unit-root limiting distribution
zbMATH Keywords: functional of Brownian motions
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01739-9
OpenAlex ID: W2062053579
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description: scientific article; zbMATH DE number 922051