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Consistent order selection for ARFIMA processes

Authors :
Hsueh-Han Huang
Ngai Hang Chan
Kun Chen
Ching-Kang Ing
Source :
The Annals of Statistics. 50
Publication Year :
2022
Publisher :
Institute of Mathematical Statistics, 2022.

Details

ISSN :
00905364
Volume :
50
Database :
OpenAIRE
Journal :
The Annals of Statistics
Accession number :
edsair.doi...........637564bbca24f90a92de24aff2ea85d0