Optimal spectral bandwidth for long memory

Statistica Sinica

Volumn 6, Issue 1, 1996, Pages 97-112

  Delgado, Miguel A ^a   Robinson, Peter M ^a  

^a NONE

Author keywords

ARFIMA models; Long range dependence; Optimal bandwidth choice; Self similarity parameter; Semiparametric estimation; Spectrum

Indexed keywords

EID: 21344443034     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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