Estimation of long memory in the presence of a smooth nonparametric trend

Journal of the American Statistical Association

Volumn 100, Issue 471, 2005, Pages 853-871

  Hurvich, Clifford ^a   Lang, Gabriel ^b   Soulier, Philippe ^c  

^a NEW YORK UNIVERSITY   (United States)

^b AgroParisTech   (France)

^c UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

Long range dependence; Nonparametric regression; Periodogram; Tapering

Indexed keywords

EID: 24644505357     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000002096     Document Type: Review

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