Title of article
Semi-parametric smoothing estimators for long-memory processes with added noise
Author/Authors
Nuno Crato، نويسنده , , Bonnie K. Ray، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
15
From page
283
To page
297
Keywords
LMSV model , Volatility , Long memory , ARFIMA , R=S analysis
Journal title
Journal of Statistical Planning and Inference
Serial Year
2002
Journal title
Journal of Statistical Planning and Inference
Record number
219425
Link To Document