Statistics for long-memory processes

@inproceedings{Beran1994StatisticsFL,
  title={Statistics for long-memory processes},
  author={J. Beran},
  year={1994}
}
Preface Introduction Stationary Processes with Long Memory Limit Theorems Estimations of Long Memory-Heuristic Approaches Estimations of Long Memory-MLE Time Domain Estimations of Long Memory-MLE Frequency Domain Robust Estimation of Long Memory Estimation of Location and Scale, Forecasting Regression Goodness of Fit Tests and Related Topics References Author Index Subject Index 
3,516 Citations
Time varying long memory parameter estimation for locally stationary long memory processes
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On parameter estimation for locally stationary long-memory processes
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