Conditional-sum-of-squares estimation of models for stationary time series with long memory
Year of publication: |
2006-09
|
---|---|
Authors: | Robinson, Peter |
Institutions: | London School of Economics (LSE) |
Subject: | Long memory | conditional-sum-of-squares estimation | central limit theorem | almost sure convergence |
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Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory
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