Supported by Economic and Social Research Council (ESRC) grant R000238212.
Estimation of the location and exponent of the spectral singularity of a long memory process
Article first published online: 12 JAN 2004
Journal of Time Series Analysis
Volume 25, Issue 1, pages 55–81, January 2004
How to Cite
Hidalgo, J. and Soulier, P. (2004), Estimation of the location and exponent of the spectral singularity of a long memory process. Journal of Time Series Analysis, 25: 55–81. doi: 10.1111/j.1467-9892.2004.00337.x
- Issue published online: 12 JAN 2004
- Article first published online: 12 JAN 2004
- First Version received January 2001
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