Roueff, François; von Sachs, Rainer - In: Stochastic Processes and their Applications 121 (2011) 4, pp. 813-844
There exists a wide literature on parametrically or semi-parametrically modelling strongly dependent time series using a long-memory parameter d, including more recent work on wavelet estimation. As a generalization of these latter approaches, in this work we allow the long-memory parameter d to...
