Local Whittle estimation in time-varying long memory series

  1. Arteche, J.
  2. Martins, L.F.
Revista:
Journal of Time Series Analysis

ISSN: 1467-9892 0143-9782

Any de publicació: 2024

Tipus: Article

DOI: 10.1111/JTSA.12782 GOOGLE SCHOLAR lock_openAccés obert editor