Adaptive local polynomial whittle estimation of long-range dependence
Donald W. K. Andrews; Yixiao Sun
| Year of publication: |
2002
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Sun, Yixiao |
| Publisher: |
La Jolla, Calif. |
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | 48 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. - Vol. 2002,17 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.econ.ucsd.edu/papers/files/2002-17.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001711721