Quantile spectral analysis of long-memory processes
Yaeji Lim, Hee-Seok Oh
| Year of publication: |
2022
|
|---|---|
| Authors: | Lim, Yaeji ; Oh, Hee-Seok |
| Subject: | Laplace periodogram | Log periodogram regression | Long-memory process | Quantile periodogram | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02045-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819529