RT Generic
T1 New methods for the analysis of long memory time series: application to Spanish inflation
A1 Delgado, Miguel A.
A1 Robinson, Peter M.
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB Models for long-memory time series are considered, in which the autocovariance sequence is only parameterized at very long lags, or the spectral density is only parametized at very low frequencies. Various recently proposed methods for estimating the differencing parameters are reviewed, and applied to an economic time series of prices in Spain.
YR 1993
FD 1993-02
LK https://hdl.handle.net/10016/3676
UL https://hdl.handle.net/10016/3676
LA eng
DS e-Archivo
RD 27 jul. 2024