Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Work
Year: 2014
Type: article
Source: Journal of Econometrics
Authors Jie Hou, Pierre Perrón
Cites: 36
Cited by: 43
Related to: 10
FWCI: 3.995
Citation percentile (by year/subfield): 94.63
Subfield: Finance
Domain: Social Sciences
Open Access status: closed