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Estimation of the long-memory parameter, based on a multivariate central limit theorem

Estimation of the long-memory parameter, based on a multivariate central limit theorem

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BERAN, Jan, Norma TERRIN, 1994. Estimation of the long-memory parameter, based on a multivariate central limit theorem. In: Journal of Time Series Analysis. 15(3), pp. 269-278. ISSN 0143-9782. Available under: doi: 10.1111/j.1467-9892.1994.tb00192.x

@article{Beran1994Estim-18821, title={Estimation of the long-memory parameter, based on a multivariate central limit theorem}, year={1994}, doi={10.1111/j.1467-9892.1994.tb00192.x}, number={3}, volume={15}, issn={0143-9782}, journal={Journal of Time Series Analysis}, pages={269--278}, author={Beran, Jan and Terrin, Norma} }

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