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- W2899018032 abstract "AbstractThe semiparametric estimators of time varying long memory parameter are investigated for locally stationary long memory processes. The GPH estimator and the local Whittle estimator are cons..." @default.
- W2899018032 created "2018-11-09" @default.
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- W2899018032 date "2018-10-29" @default.
- W2899018032 modified "2023-09-24" @default.
- W2899018032 title "Time varying long memory parameter estimation for locally stationary long memory processes" @default.
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- W2899018032 doi "https://doi.org/10.1080/03610926.2018.1472777" @default.
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