Adaptive estimation of the lag of a long-memory process
| Year of publication: |
1999
|
|---|---|
| Authors: | Hallin, Marc ; Serroukh, Abdeslam |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Statistical Inference for Stochastic Processes (1999) v.1,p.111-129 |
| Source: |
Persistent link: https://www.econbiz.de/10008590530