Reducing the bias of the log-periodogram regression in perturbed long memory series
- Authors:
- Arteche J
- Year:
- 2004
- Publication medium:
- Proceedings in Computational Statistics 2004
- Initial page - Ending page:
- 637 - 647
- ISBN/ISSN:
- 3790815554
- Description:
-
Publisher= Physica-Verlag