Semiparametric inference in correlated long memory signal plus noise models
Year of publication: |
2010-04
|
---|---|
Authors: | González, Arteche ; María, Jesús |
Institutions: | Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales |
Subject: | signal plus noise | semiparametric inference | long memory | log-periodogram regression |
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