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BibTeX entry
@Article{Kokoszka:1996:PEI,
author = "Piotr S. Kokoszka and Murad S. Taqqu",
title = "Parameter estimation for infinite variance fractional
{ARIMA}",
journal = j-ANN-STAT,
volume = "24",
number = "5",
pages = "1880--1913",
month = oct,
year = "1996",
CODEN = "ASTSC7",
DOI = "https://doi.org/10.1214/aos/1069362302",
ISSN = "0090-5364 (print), 2168-8966 (electronic)",
ISSN-L = "0090-5364",
bibdate = "Wed Jun 4 06:40:33 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/annstat1990.bib",
URL = "http://projecteuclid.org/euclid.aos/1069362302",
acknowledgement = ack-nhfb,
fjournal = "Annals of Statistics",
journal-URL = "http://projecteuclid.org/all/euclid.aos/",
}
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