Title of article
Semi-parametric estimation of long-range dependence index in infinite variance time series
Author/Authors
Liang Peng، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2001
Pages
9
From page
101
To page
109
Keywords
long-range dependence , stable law , Semi-parametric frequency domain estimation
Journal title
Statistics and Probability Letters
Serial Year
2001
Journal title
Statistics and Probability Letters
Record number
139518
Link To Document