Reegression on Long-Regularized Periodogram for Fractional Models at Low Frequencies.

Regression on log-regularized periodogram for fractional models at low frequencies

Comte, Fabienne, (1995)

Regression on log-regularized periodogram : comparison with Whittle estimator and study of the non Gaussian case

Comte, Fabienne, (1995)

Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases

Comte, Fabienne, (1995)