Semiparametric estimation of the long-range parameter
| Year of publication: |
2003
|
|---|---|
| Authors: | Hidalgo, J. ; Yajima, Y. |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 4, p. 705-736
|
| Publisher: |
Springer |
| Subject: | Long-range dependence | spectral estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760197