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Plug-in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-memory Time Series

Journal of Time Series Analysis, 20(3): 331--341, 1999.
Authors: Clifford M. Hurvich and Rohit S. Deo
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00140
Tags: imported
| URL | BibTeX  
@article{Hurvich1999,
title = {Plug-in Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-memory Time Series},
author = {Clifford M. Hurvich and Rohit S. Deo},
day = {121},
journal = {Journal of Time Series Analysis},
month = {May},
note = {doi: 10.1111/1467-9892.00140},
number = {3},
pages = {331--341},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00140},
volume = {20},
year = {1999},
keywords = {imported }
}