Use this URL to cite or link to this record in EThOS:
Title: Estimating the fractional differencing parameter, d, of a long memory time series and simulating stationary and invertible time series.
Author: Zhou, Yinghui.
Awarding Body: University of East Anglia
Current Institution: University of East Anglia
Date of Award: 2000
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: ARFIMA; Spectral analysis; Log periodogram