Hang Chan, Ngai; Palma, Wilfredo - In: Econometric analysis of financial and economic time series, (pp. 89-121). 2006
Since the seminal works by Granger and Joyeux (1980) and Hosking (1981), estimations of long-memory time series models have been receiving considerable attention and a number of parameter estimation procedures have been proposed. This paper gives an overview of this plethora of methodologies...
