Semiparametric estimation of the long-range parameter

J. Hidalgo and Yoshihiro Yajima ()

Annals of the Institute of Statistical Mathematics, 2003, vol. 55, issue 4, 705-736

Keywords: Long-range dependence; spectral estimation (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/BF02523390

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