An overview of modified semiparametric memory estimation methods
Year of publication: |
March 2018
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Authors: | Busch, Marie ; Sibbertsen, Philipp |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 6.2018, 1, p. 1-21
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Subject: | spurious long memory | semiparametric estimation | low frequency contamination | perturbation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics6010013 [DOI] hdl:10419/195450 [Handle] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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