Local Whittle estimation in time-varying long memory series

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

ISSN: 1467-9892,  0143-9782

Year of publication: 2024

Type: Article

DOI: 10.1111/JTSA.12782 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus