BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION
| Year of publication: |
2006
|
|---|---|
| Authors: | Guggenberger, Patrik ; Sun, Yixiao |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 22.2006, 05, p. 863-912
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |