搜索结果: 1-1 共查到“统计学 nonstationarity”相关记录1条 . 查询时间(0.066 秒)
Nonstationarity-extended Whittle Estimation
Nonstationarity-extended Whittle Estimation memory time series models
2010/3/18
For long memory time series models with uncorrelated but dependent errors, we
establish the asymptotic normality of theWhittle estimator under mild conditions.
Our framework includes the widely used...