Orthogonal series regression estimation under long-range dependent errors
نویسندگان
چکیده
منابع مشابه
Long–range Dependent Time Series Specification
Model specification of short–range dependent stationary time series has become a very active research field in both econometrics and statistics since about two decades ago. In the meantime, estimation of long–range dependent stationary time series models has also been quite active. To the best of our knowledge, however, model specification of stationary time series with long–range dependence (L...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 2001
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am28-4-6