An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic

Jean-Marc Bardet, Béchir Dola. An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. J. Multivariate Analysis, 105(1):222-240, 2012. [doi]

Abstract

Abstract is missing.