On the Estimation of Locally Stationary Long-Memory Processes
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Publication:5220361
DOI10.5705/SS.202017.0472zbMath1444.62101OpenAlexW2809932509MaRDI QIDQ5220361
Wilfredo Palma, Ngai Hang Chan
Publication date: 16 March 2020
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202017.0472
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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