Estimation of long memory in the presence of a smooth nonparametric trend
Year of publication: |
2005
|
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Authors: | Hurvich, Clifford M. ; Lang, Gabriel ; Soulier, Philippe |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 471, p. 853-871
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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