Broadband Semiparametric Estimation of the Memory Parameter of a Long-Memory Time Series Using Fractional Exponential Models
Year of publication: |
[2013]
|
---|---|
Authors: | Hurvich, Clifford M. |
Other Persons: | Brodsky, Julia (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Series: | NYU Working Paper ; No. 2451/14788 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1998 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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