Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000), pp.183-207.)
| Year of publication: |
2000-01
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M ; Samarov, Alexander |
| Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
| Subject: | Long-range dpendence | semiparametric model | rates of convergence | adaptive bandwidth selection |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005670814