William S. Rea, Les Oxley, Marco Reale, Jennifer Brown. Not all estimators are born equal: The empirical properties of some estimators of long memory. Mathematics and Computers in Simulation, 93:29-42, 2013. [doi]
@article{ReaORB13,
title = {Not all estimators are born equal: The empirical properties of some estimators of long memory},
author = {William S. Rea and Les Oxley and Marco Reale and Jennifer Brown},
year = {2013},
doi = {10.1016/j.matcom.2012.08.005},
url = {http://dx.doi.org/10.1016/j.matcom.2012.08.005},
researchr = {https://researchr.org/publication/ReaORB13},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {93},
pages = {29-42},
}