A New Method for Estimating the Order of Integration of Fractionally Integrated Processes Using Bispectra.

Mehmet Dalkir A New Method for Estimating the Order of Integration of Fractionally Integrated Processes Using Bispectra. 51-54 2003 conf/icai/2003-1 IC-AI db/conf/icai/icai2003-1.html#Dalkir03