Long memory estimation in a non-Gaussian bivariate process

Ledys Llasmin Salazar Gomez, Soledad Torres, Jozef Kiselák, Felix Fuders, Naoyuki Ishimura, Yasukazu Yoshizawa, Milan Stehlík. Long memory estimation in a non-Gaussian bivariate process. Applied Mathematics and Computation, 420:126871, 2022. [doi]

Abstract

Abstract is missing.