P. M. Robinson
- Log-Periodogram Regression of Time Series with Long Range Dependence
1995/06/01 by P. M. Robinson, Peter M. Robinson · 10 citations
Chemistry · Economics, Econometrics and Finance · Mathematics · #A priori and a posteriori #Applied mathematics #Asymptotic distribution #Complex Systems and Time Series Analysis #Context (archaeology) #Econometrics #Estimator #Financial Risk and Volatility Modeling #Mathematics #Multivariate statistics #Periodogram #Range (aeronautics) #Regression #Series (stratigraphy) #Spectroscopy and Chemometric Analyses #Statistics