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An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series
Home
Publications
An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series
An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series
Clifford M. Hurvich
Clifford M. Hurvich
Willa W. Chen
Willa W. Chen
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1 March 2000
journal article
Published by
Wiley
in
Journal of Time Series Analysis
Vol. 21
(2)
,
155-180
https://doi.org/10.1111/1467-9892.00179
Abstract
No abstract available
Keywords
PERIODOGRAM
GAUSSIAN SEMIPARAMETRIC ESTIMATION
UNIT ROOTS
Cited by 67 articles