Items where Author is "Delgado, Miguel A"

Article

Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral bandwidth for long memory. Statistica Sinica, 6 (1). pp. 97-112. ISSN 1017-0405

Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral kernel for long-range dependent time series. Statistics and Probability Letters, 30 (1). pp. 37-43. ISSN 0167-7152

Conference or Workshop Item

Delgado, Miguel A, Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In: Third Time Series conference, 2009-05-22 - 2009-05-23, Montréal, Canada.