On the properties of the periodogram of a stationary long‐memory process over different epochs with applications
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DOI: 10.1111/j.1467-9892.2009.00637.x
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Cited by:
- Reisen, Valdério A. & Zamprogno, Bartolomeu & Palma, Wilfredo & Arteche, Josu, 2014. "A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 98(C), pages 1-17.
- Li, Ming, 2017. "Record length requirement of long-range dependent teletraffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 164-187.
- Gennadi Gromykov & Mohamedou Ould Haye & Anne Philippe, 2018. "A frequency-domain test for long range dependence," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 513-526, October.
- Franco, G.C. & Reisen, V.A. & Alves, F.A., 2013. "Bootstrap tests for fractional integration and cointegration: A comparison study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 87(C), pages 19-29.
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