Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (Q1934059)

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Estimating long memory: scaling function vs. Andrews and Guggenberger GPH
scientific article

    Statements

    title
    Estimating long memory: scaling function vs. Andrews and Guggenberger GPH (English)
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    author
    Jérôme Fillol
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    publication date
    28 January 2013
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    zbMATH Keywords
    GPH modified
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M09
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    62F10
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    65C05
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    zbMATH DE Number
    6131182
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