Biblio

The effect of tapering on the semiparametric estimators for nonstationary long memory processesJournal articleLeïla Nouira, Mohamed Boutahar et Vêlayoudom Marimoutou, Statistical Papers, Volume 50, Issue 2, pp. 225-248, 2007

Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and ApplicationJournal articleMohamed Boutahar, Vêlayoudom Marimoutou et Leïla Nouira, Journal of Applied Statistics, Volume 34, Issue 3, pp. 261-301, 2007