An Efficient Taper for Potentially Overdifferenced Long-memory Time Series
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Publication:2703252
DOI10.1111/1467-9892.00179zbMath0958.62085OpenAlexW3121612192MaRDI QIDQ2703252
Clifford M. Hurvich, Willa W. Chen
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://archive.nyu.edu/handle/2451/14778
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)
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