On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
| Year of publication: |
2011
|
|---|---|
| Authors: | Ercolani, Joanne S. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 5, p. 512-517
|
| Publisher: |
Wiley Blackwell |