𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Comparisons of ther−kclass estimator to the ordinary least squares estimator under the Pitman’s closeness criterion

✍ Scribed by M. Revan Özkale; Selahattin Kaçıranlar


Book ID
106045150
Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
156 KB
Volume
49
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Using wavelets to obtain a consistent or
✍ Mark J. Jensen 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 185 KB 👁 2 views

We develop an ordinary least squares estimator of the long-memory parameter from a fractionally integrated process that is an alternative to the Geweke and Porter-Hudak (1983) estimator. Using the wavelet transform from a fractionally integrated process, we establish a log-linear relationship betwee