Long memory estimation for complex-valued time series

Knight, Marina Iuliana orcid.org/0000-0001-9926-6092 and Nunes, Matthew A. (2018) Long memory estimation for complex-valued time series. Statistics and computing. pp. 1-20. ISSN: 0960-3174

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Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© The Author(s) 2018.
Dates:
  • Accepted: 22 June 2018
  • Published: 4 July 2018
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 26 Jun 2018 09:20
Last Modified: 20 Sep 2025 00:36
Published Version: https://doi.org/10.1007/s11222-018-9820-8
Status: Published
Refereed: Yes
Identification Number: 10.1007/s11222-018-9820-8
Open Archives Initiative ID (OAI ID):

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