Parametric estimation for ARFIMA models via spectral methods.

Sat, 01 Jan 2005 00:00:00 +0100

Mauro Coli, Lara Fontanella , Mariagrazia Granturco:
Parametric estimation for ARFIMA models via spectral methods. Stat. Methods Appl. 14(1): 11-27 (2005)