Whittle estimator for finite-variance non-Gaussian time series with long memory

Annals of Statistics

Volumn 27, Issue 1, 1999, Pages 178-203

  Giraitis, Liudas ^a   Taqqu, Murad S ^a  

^a Boston University   (United States)

Author keywords

Hermite polynomials; Long range dependence; Non central limit theorem; Quadratic forms; Time series

Indexed keywords

EID: 0033074707     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (28)

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