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"An adaptive estimator of the memory parameter and the goodness-of-fit test ..."

Jean-Marc Bardet, Béchir Dola (2012)

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DOI: 10.1016/J.JMVA.2011.09.003

access: open

type: Journal Article

metadata version: 2021-02-17

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Jean-Marc Bardet, Béchir Dola:
An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic. J. Multivar. Anal. 105(1): 222-240 (2012)

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