Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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Publication:2742769
DOI10.1111/1467-9892.00170zbMath0974.62079MaRDI QIDQ2742769
Josu Arteche, Peter M. Robinson
Publication date: 23 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/2203/1/Semiparametric_Inference_in_Seasonal_and_Cyclical_Long_Memory_Processes.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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