Stat Papers
 2007
DOI: 10.1007/s00362-007-0071-6
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The effect of tapering on the semiparametric estimators for nonstationary long memory processes

Leïla Nouira
1
,
Mohamed Boutahar
2
,
Vêlayoudom Marimoutou
3

Abstract: Long-range dependence, Order of tapering, Semiparametric estimators, Monte Carlo study, C13, C14, C15, C22,

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Cited by 2 publications
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