The effect of tapering on the semiparametric estimators for nonstationary long memory processes
type: Item
instance of: scholarly article
title: The effect of tapering on the semiparametric estimators for nonstationary long memory processes
zbMATH Open document ID: 1309.62067
author: Leïla Nouira
author: Mohamed Boutahar
author: Vêlayoudom Marimoutou
published in: Statistical Papers
publication date: 2009-09-14T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5603767
zbMATH Keywords: long-range dependence
zbMATH Keywords: order of tapering
zbMATH Keywords: semiparametric estimators
zbMATH Keywords: Monte Carlo study
describes a project that uses: longmemo
MaRDI profile type: Publication
full work available at URL: s00362-007-0071-6
OpenAlex ID: W2015131032
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DOI: 10.1007/S00362-007-0071-6
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description: scientific article; zbMATH DE number 5603767