Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series

G. S. Dissanayake. Rapid Optimal Lag Order Detection and Parameter Estimation of Standard Long Memory Time Series. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Causal Inference in Econometrics. Volume 622 of Studies in Computational Intelligence, pages 17-28, Springer, 2016. [doi]

Abstract

Abstract is missing.