Averaged periodogram estimation of long memory
type: Item
instance of: scholarly article
title: Averaged periodogram estimation of long memory
zbMATH Open document ID: 0854.62088
DOI: 10.1016/0304-4076(95)01742-9
author: I. N. Lobato
author: Peter M. Robinson
published in: Journal of Econometrics
publication date: 1997-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 922054
zbMATH Keywords: averaged periodogram estimation
zbMATH Keywords: spectral density near zero frequency
zbMATH Keywords: long memory time series
zbMATH Keywords: Monte Carlo
zbMATH Keywords: finite-sample distribution
zbMATH Keywords: asymptotic mean squared error
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01742-9
OpenAlex ID: W2041817790
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description: scientific article; zbMATH DE number 922054