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  • Search: subject:"time domain estimators"
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Year of publication
Subject
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Estimation theory 2 Long memory models 2 Schätztheorie 2 Time series analysis 2 Zeitreihenanalyse 2 ARFIMA 1 ARMA model 1 ARMA-Modell 1 Frequency domain estimators 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mis-specified short memory dynamics 1 Pseudo-true parameter 1 Time domain estimators 1 Whittle 1 conditional sum of squares 1 frequency domain estimators 1 pseudo-true parameter 1 time domain estimators 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Martin, Gael M. 2 Nadarajah, K. 2 Poskitt, Donald Stephen 2
Published in...
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Journal of econometrics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - 2018
Persistent link: https://www.econbiz.de/10012583573
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Cover Image
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.; Nadarajah, K.; Poskitt, Donald Stephen - In: Journal of econometrics 215 (2020) 2, pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
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