Consistent estimation of the memory parameter for nonlinear time series

By Violetta Dalla, Liudas Giraitis, J. Hidalgo. 2006

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3afe78071fc06612a4bc036f496243b93fcaaa4d

Citations in the corpus

• Nonstationarity-Extended Local Whittle Estimation (2007, unknown): “in Dalla et al. (2006). Assume now that instead of (4.”