Trimming and tapering semi-parametric estimates in asymmetric long memory time series

  1. Arteche, J.
  2. Velasco, C.
Aldizkaria:
Journal of Time Series Analysis

ISSN: 0143-9782

Argitalpen urtea: 2005

Alea: 26

Zenbakia: 4

Orrialdeak: 581-611

Mota: Artikulua

DOI: 10.1111/J.1467-9892.2005.00431.X GOOGLE SCHOLAR