Filtered Log-periodogram Regression of Long Memory Processes

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2009
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urn:nbn:de:bsz:352-opus-102313
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10.1080/15598608.2009.10411959
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Mathematik und Statistik
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Journal of Statistical Theory and Practice ; 3 (2009), 4. - pp. 777-793
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310 Statistics
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ISO 690FENG, 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
BibTex
@article{Feng2009Filte-780,
  year={2009},
  doi={10.1080/15598608.2009.10411959},
  title={Filtered Log-periodogram Regression of Long Memory Processes},
  number={4},
  volume={3},
  journal={Journal of Statistical Theory and Practice},
  pages={777--793},
  author={Feng, Yuanhua and Beran, Jan}
}
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