Semiparametric estimation in perturbed long memory series
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Publication:1010559
DOI10.1016/j.csda.2006.07.023zbMath1157.62486MaRDI QIDQ1010559
Publication date: 6 April 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.07.023
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
62M15: Inference from stochastic processes and spectral analysis
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