Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059): Difference between revisions
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Property / cites work: A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter / rank | |||
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Property / cites work: The scaling function-based estimator of long memory in the presence of a short-term component / rank | |||
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Latest revision as of 04:01, 6 July 2024
scientific article
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English | Estimating long memory: scaling function vs. Andrews and Guggenberger GPH |
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Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (English)
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28 January 2013
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GPH modified
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