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Local Whittle estimation of the long-memory parameter:
Baum, Christopher F.
;
Hurn, Stan
;
Lindsay, Kenneth
The Stata Journal: Promoting communications on statistics and Stata. 20 (2020) 3 - p. 565-583 , 2020
Link:
https://doi.org/10.1177/1536867x20953569
RT Journal T1
Local Whittle estimation of the long-memory parameter
UL https://suche.suub.uni-bremen.de/peid=cr-10.1177_1536867x20953569&Exemplar=1&LAN=DE A1 Baum, Christopher F. A1 Hurn, Stan A1 Lindsay, Kenneth PB SAGE Publications YR 2020 SN 1536-867X SN 1536-8734 JF The Stata Journal: Promoting communications on statistics and Stata VO 20 IS 3 SP 565 OP 583 LK http://dx.doi.org/https://doi.org/10.1177/1536867x20953569 DO https://doi.org/10.1177/1536867x20953569 SF ELIB - SuUB Bremen
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