Broadband Semiparametric Estimation of the Memory Parameter of a Long‐Memory Time Series Using Fractional Exponential Models

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Publication:2740106

DOI10.1111/1467-9892.00220zbMath0974.62081OpenAlexW3125610179MaRDI QIDQ2740106

Julia Brodsky, Clifford M. Hurvich

Publication date: 16 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00220




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