First-Order Bias Correction for Fractionally Integrated Time Series
This is an author-produced, peer-reviewed version of this article. The final, definitive version of this document can be found online at Canadian Journal of Statistics , published by Wiley-Blackwell. Copyright restrictions may apply. doi: 10.1002/cjs.10022
Jaechoul Lee and Kyungduk Ko. "First-Order Bias Correction for Fractionally Integrated Time Series" Canadian Journal of Statistics (2009).
Available at: http://works.bepress.com/kyungduk_ko/3