搜索结果: 1-1 共查到“理论统计学 the estimation of degree”相关记录1条 . 查询时间(0.046 秒)
A note on the estimation of degree of differencing in long memory time series analysis
the estimation of degree long memory time series analysis
2009/9/23
In this paper we investigate the properties of the
estimator of degree of differencing the fractional d in long memory
time series analysis via consistent spectral density estimation. It is
shown t...