Robust estimation in parametric time series models under long- and short-range-dependent structures

Jiti Gao, Degui Li, Zhengyan Lin

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	161 - 181
Number of pages	21
Journal	Australian & New Zealand Journal of Statistics
Volume	51
Issue number	2
DOIs	https://doi.org/10.1111/j.1467-842X.2009.00537.x
Publication status	Published - 2009
Externally published	Yes

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title = "Robust estimation in parametric time series models under long- and short-range-dependent structures",

author = "Jiti Gao and Degui Li and Zhengyan Lin",

year = "2009",

doi = "10.1111/j.1467-842X.2009.00537.x",

language = "English",

volume = "51",

pages = "161 -- 181",

journal = "Australian & New Zealand Journal of Statistics",

issn = "1369-1473",

publisher = "Wiley-Blackwell",

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T1 - Robust estimation in parametric time series models under long- and short-range-dependent structures

AU - Gao, Jiti

AU - Li, Degui

AU - Lin, Zhengyan

PY - 2009

Y1 - 2009

U2 - 10.1111/j.1467-842X.2009.00537.x

DO - 10.1111/j.1467-842X.2009.00537.x

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VL - 51

SP - 161

EP - 181

JO - Australian & New Zealand Journal of Statistics

JF - Australian & New Zealand Journal of Statistics

IS - 2

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