مرکز منطقه ای اطلاع رساني علوم و فناوري - Log-periodogram estimation of the memory parameter of a long-memory process under trend

Title of article :

Log-periodogram estimation of the memory parameter of a long-memory process under trend

Author/Authors :

Philipp Sibbertsen، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

261

To page :

268

Keywords :

Long memory , trends , Log-periodogram regression

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

140008

Link To Document :