Marie-Christine Düker, Vladas Pipiras. Asymptotic results for multivariate local Whittle estimation with applications. In 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019, Le Gosier, Guadeloupe, December 15-18, 2019. pages 584-588, IEEE, 2019. [doi]
Abstract is missing.