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• W2016045725 abstract "The development of long-memory stochastic volatility (LMSV) models has increased the interest in the estimation of persistent processes observed with added noise. This paper investigates the performance of semi-parametric methods for estimating the long-memory-parameter in the long-range dependence plus noise case and demonstrates improvements obtained by preliminary smoothing and aggregation of the series." @default.
• W2016045725 created "2016-06-24" @default.
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• W2016045725 date "2002-07-01" @default.
• W2016045725 modified "2023-10-16" @default.
• W2016045725 title "Semi-parametric smoothing estimators for long-memory processes with added noise" @default.
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• W2016045725 doi "https://doi.org/10.1016/s0378-3758(01)00275-0" @default.
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