Niels Haldrup, Morten Ørregaard Nielsen. Estimation of fractional integration in the presence of data noise. Computational Statistics & Data Analysis, 51(6):3100-3114, 2007. [doi]
@article{HaldrupN07,
title = {Estimation of fractional integration in the presence of data noise},
author = {Niels Haldrup and Morten Ørregaard Nielsen},
year = {2007},
doi = {10.1016/j.csda.2006.02.005},
url = {http://dx.doi.org/10.1016/j.csda.2006.02.005},
tags = {data-flow},
researchr = {https://researchr.org/publication/HaldrupN07},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {6},
pages = {3100-3114},
}