On parameter estimation for locally stationary long-memory processes

@article{Beran2009OnPE,
  title={On parameter estimation for locally stationary long-memory processes},
  author={Jan Beran},
  journal={Journal of Statistical Planning and Inference},
  year={2009},
  volume={139},
  pages={900-915}
}
  • J. Beran
  • Published 1 March 2009
  • Mathematics
  • Journal of Statistical Planning and Inference
Time varying long memory parameter estimation for locally stationary long memory processes
  • Lihong Wang
  • Mathematics
    Communications in Statistics - Theory and Methods
  • 2018
Abstract The 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
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