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]

@article{GomezTKFIYS22,
  title = {Long memory estimation in a non-Gaussian bivariate process},
  author = {Ledys Llasmin Salazar Gomez and Soledad Torres and Jozef Kiselák and Felix Fuders and Naoyuki Ishimura and Yasukazu Yoshizawa and Milan Stehlík},
  year = {2022},
  doi = {10.1016/j.amc.2021.126871},
  url = {https://doi.org/10.1016/j.amc.2021.126871},
  researchr = {https://researchr.org/publication/GomezTKFIYS22},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {420},
  pages = {126871},
}