OpenAlex
Efficient tapered local Whittle estimation of multivariate fractional processes
Work
Year: 2021
Type: article
Source: Journal of Statistical Planning and Inference
Author Masaki Narukawa
Institution Okayama University
Cites: 48
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed
Funder Japan Society for the Promotion of Science