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]

Authors

Ledys Llasmin Salazar Gomez

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Soledad Torres

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Jozef Kiselák

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Felix Fuders

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Naoyuki Ishimura

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Yasukazu Yoshizawa

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Milan Stehlík

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