Adaptive semiparametric estimation of the memory parameter
Liudas Giraitis; Peter M. Robinson; Alexander Samarov
| Year of publication: |
2000
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. ; Samarov, Alexander |
| Publisher: |
London : London School of Economics and Political Science |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 18 p |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. EM/00/379 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibliogr. p. 18 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001444259