Convex combinations of long memory estimates from different sampling rates

DOI10.1007/s00180-006-0002-3zbMath1164.62386OpenAlexW1964430456MaRDI QIDQ2463650

Jeremy Smith, Leonardo Rocha Souza, Reinaldo C. Souza

Publication date: 16 December 2007

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10438/431

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Random sampling of long-memory stationary processes

Cites Work

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