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Averaged periodogram estimation of long memory

Journal of Econometrics, 73(1): 303--324, 1996.
Authors: I. Lobato and P. M. Robinson
URL: http://www.sciencedirect.com/science/article/B6VC0-3VW1TT8-D/2/5eeec17ada4ac2fb1cf8751682158fcd
Description: Journal of Econometrics
Tags: Averaged estimation periodogram
| URL | BibTeX  
@article{Lobato1996,
title = {Averaged periodogram estimation of long memory},
author = {I. Lobato and P. M. Robinson},
journal = {Journal of Econometrics},
month = {Jul},
number = {1},
pages = {303--324},
url = {http://www.sciencedirect.com/science/article/B6VC0-3VW1TT8-D/2/5eeec17ada4ac2fb1cf8751682158fcd},
volume = {73},
year = {1996},
description = {Journal of Econometrics},
keywords = {Averaged estimation periodogram }
}