RT Generic
T1 Trimming frequencies in log-periodogram regression of long memory time series
A1 Martínez, Cristina
A1 Velilla Cerdan, Santiago
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB Previous work on log-periodogram regression in time series with long range dependence is reviewed. The effect of both low and large frequencies on the estimate of the fractional difference parameter is analyzed. Some new simulation results are presented.
YR 1996
FD 1996-03
LK https://hdl.handle.net/10016/10428
UL https://hdl.handle.net/10016/10428
LA eng
DS e-Archivo
RD 20 may. 2024