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Communications in Statistics. Stochastic Models Volume 13, 1997 - Issue 4
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Original Articles

Robustness of whittle-type estimators for time series with long-range dependence

Murad S. Taqqu Department of Mathematics, Boston University, 111 Cummington Street, Boston, MA, 02215-2411, USA E-mail: [email protected], [email protected]
&
Vadim Teverovsky Department of Mathematics, Boston University, 111 Cummington Street, Boston, MA, 02215-2411, USA E-mail: [email protected], [email protected]
Pages 723-757 | Received 25 Oct 1996, Accepted 09 May 1997, Published online: 21 Mar 2007

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