Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
| Year of publication: |
2004
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| Authors: | Andrews, Donald W.K. ; Sun, Yixiao |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 72.2004, 2, p. 569-614
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