Exact local whittle estimation in long memory time series with multiple poles
ISSN: 1469-4360, 0266-4666
Année de publication: 2020
Volumen: 36
Número: 6
Pages: 1064-1098
Type: Article
ISSN: 1469-4360, 0266-4666
Année de publication: 2020
Volumen: 36
Número: 6
Pages: 1064-1098
Type: Article