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Theory and Methods - Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 853-871
Persistent link: https://www.econbiz.de/10006606303
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Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford M.; Lang, Gabriel; Soulier, Philippe - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 853-871
Persistent link: https://www.econbiz.de/10003107722