Trimming and tapering semiparametric estimates in asymmetric long memory time series
- Authors:
- Arteche J., Velasco C
- Year:
- 2005
- Journal:
- Journal of Time Series Analysis
- Volume:
- 26
- Initial page - Ending page:
- 581 - 611
- ISBN/ISSN:
- 0143-9782
- Description:
-
- ISI: Impact factor= 0.613, quartile=1.515, In-Recs/otro= 0.613
- Publisher= Blackwell Publishing