ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A...

Journal of Time Series Analysis 1994 Vol. 15; Iss. 3

ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM

Jan Beran, Norma Terrin
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Volume:
15
Year:
1994
Language:
english
Pages:
10
DOI:
10.1111/j.1467-9892.1994.tb00192.x
File:
PDF, 464 KB
english, 1994
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