Estimating Long Memory in Panel Random‐Coefficient AR(1) Data

Reference : Estimating Long Memory in Panel Random‐Coefficient AR(1) Data


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/45729

Title :	Estimating Long Memory in Panel Random‐Coefficient AR(1) Data
Language :	English
Author, co-author :	Leipus, Remigijus [Vilnius University > Faculty of Mathematics and Informatics]
	Philippe, Anne [Université de Nantes > Laboratoire de Mathématiques Jean Leray]
	Pilipauskaite, Vytauté [University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) >]
	Surgailis, Donatas [Vilnius University > Faculty of Mathematics and Informatics]
Publication date :	2020
Journal title :	Journal of Time Series Analysis
Publisher :	Wiley-Blackwell
Volume :	41
Pages :	520-535
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0143-9782
e-ISSN :	1467-9892
Country :	United States
Permalink :	http://hdl.handle.net/10993/45729
DOI :	10.1111/jtsa.12519

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