Optimal bias correction of the log-periodogram estimator of...

Optimal bias correction of the log-periodogram estimator of the fractional parameter: A jackknife approach

Nadarajah, K., Martin, Gael M., Poskitt, D.S.
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Volume:
211
Journal:
Journal of Statistical Planning and Inference
DOI:
10.1016/j.jspi.2020.04.010
Date:
March, 2021
File:
PDF, 644 KB
2021
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