Adaptive estimation of the lag of a long-memory process

Marc Hallin and Abdeslam Serroukh

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1999
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Published in: Statistical Inference for Stochastic Processes (1999) v.1,p.111-129

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Journal Article: Adaptive Estimation of the Lag of a Long–memory Process (1998)
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