Applicability of the Whittle estimator to non-stationary and non-linear long-memory processes

  1. Sousa-Vieira, M.E.
Journal:
Journal of Simulation

ISSN: 1747-7786,  1747-7778

Year of publication: 2016

Volume: 10

Issue: 3

Pages: 182-192

Type: Article

DOI: 10.1057/JOS.2015.7 GOOGLE SCHOLAR
Data source: Scopus