Improving estimation of the fractionally differencing...

Economic Modelling 2015 / 04 Vol. 46

Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram

Ye, Xunyu, Gao, Ping, Li, Handong
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Volume:
46
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2014.11.001
Date:
April, 2015
File:
PDF, 890 KB
english, 2015
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