Plug-in Selection of the Number of Frequencies in...

Journal of Time Series Analysis 1999 Vol. 20; Iss. 3

Plug-in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-memory Time Series

Clifford M. Hurvich, Rohit S. Deo
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Volume:
20
Year:
1999
Language:
english
Pages:
11
DOI:
10.1111/1467-9892.00140
File:
PDF, 158 KB
english, 1999
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