Local asymptotic normality for a periodically time varying long memory parameter.
Autor: | Amimour, Amine1 (AUTHOR), Belaide, Karima1 (AUTHOR) |
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Zdroj: | Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 9, p2936-2952. 17p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |