Arteche, Josu Exact local Whittle estimation in long memory time series with multiple poles. (English) Zbl 1462.62520 Econom. Theory 36, No. 6, 1064-1098 (2020). MSC: 62M10 62M07 62E20 62P20 PDFBibTeX XMLCite \textit{J. Arteche}, Econom. Theory 36, No. 6, 1064--1098 (2020; Zbl 1462.62520) Full Text: DOI
Abadir, Karim M.; Cornea-Madeira, Adriana Link of moments before and after transformations, with an application to resampling from fat-tailed distributions. (English) Zbl 1469.62243 Econom. Theory 35, No. 3, 630-652 (2019). Reviewer: Xueyan Liu (New Orleans) MSC: 62G09 62E10 PDFBibTeX XMLCite \textit{K. M. Abadir} and \textit{A. Cornea-Madeira}, Econom. Theory 35, No. 3, 630--652 (2019; Zbl 1469.62243) Full Text: DOI