Locally stationary long memory estimation

Francois Roueff and Rainer von Sachs

No 2011009, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2011-01-01
Note: In : Stochastic Processes and Their Applications, vol. 121, no. 4, p. 813-844 (2011)
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