Filtered Log-periodogram Regression of Long Memory Processes

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FENG, Yuanhua, Jan BERAN, 2009. Filtered Log-periodogram Regression of Long Memory Processes. In: Journal of Statistical Theory and Practice. 3(4), pp. 777-793. Available under: doi: 10.1080/15598608.2009.10411959

@article{Feng2009Filte-780, title={Filtered Log-periodogram Regression of Long Memory Processes}, year={2009}, doi={10.1080/15598608.2009.10411959}, number={4}, volume={3}, journal={Journal of Statistical Theory and Practice}, pages={777--793}, author={Feng, Yuanhua and Beran, Jan} }

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