Estimating long range dependence: finite sample properties and confidence intervals

@article{Weron2001EstimatingLR,
  title={Estimating long range dependence: finite sample properties and confidence intervals},
  author={Rafał Weron},
  journal={HSC Research Reports},
  year={2001}
}
  • R. Weron
  • Published 24 March 2001
  • Mathematics
  • HSC Research Reports
Estimators of long range dependence : a survey of finite samples and robustness
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