Semiparametric Inference in Seasonal and Cyclical Long Memory Processes

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Publication:2742769

DOI10.1111/1467-9892.00170zbMath0974.62079OpenAlexW1977249467MaRDI 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




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