On parameter estimation for locally stationary long-memory processes

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BERAN, Jan, 2007. On parameter estimation for locally stationary long-memory processes

@techreport{Beran2007param-531, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={On parameter estimation for locally stationary long-memory processes}, year={2007}, number={2007/13}, author={Beran, Jan}, note={Also publ. in: Journal of Statistical Planning and Inference ; 139 (2009), 3. - S. 900-915} }

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