M-estimation of the long-memory parameter by Laplace periodogram†
Journal of the Korean Data & Information Science Society 2018;29:523-32
Published online March 31, 2018
© 2018 Korean Data and Information Science Society.
Correspondence to: Assistant professor, Department of Statistics, Pukyong National University, 1 Yongsoro, Nam-gu, Busan 48513, Korea. E-mail:
yaeji.lim@gmail.com Received January 16, 2018; Revised January 31, 2018; Accepted February 12, 2018.
This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (
http://creativecommons.org/licenses/by-nc/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.