Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series

• 1 November 2001
• journal article
• Published by Wiley in Journal of Time Series Analysis
• Vol. 22  (6) , 679-709
• https://doi.org/10.1111/1467-9892.00248

Abstract

Keywords

• PREDICTOR SPACE
• FINITE DIMENSIONAL DEPENDENCE
• CANONICAL ANALYSIS
• FILTERING
• SMOOTHING