Adaptive Semiparametric Estimation of the Memory Parameter
نویسندگان
چکیده
منابع مشابه
Semiparametric Estimation of Long-memory Models
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2000
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1865