Broadband semi-parametric estimation of long-memory time series by fractional exponential models
Work
Year: 2010
Type: article
Source: Journal of Time Series Analysis
Authors Masaki Narukawa, Yasumasa Matsuda
Institution Tohoku University
Cites: 30
Cited by: 10
Related to: 10
FWCI: 1.09
Citation percentile (by year/subfield): 78.46
Subfield: Finance
Domain: Social Sciences
Open Access status: closed