Conditional-Sum-of-Squares Estimation ofModels for Stationary Time Series with Long Memory
Year of publication: |
2006-09
|
---|---|
Authors: | Robinson, Peter M |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Long memory | conditional-sum-of-squares estimation | central limit theorem | almost sure convergence |
-
Conditional-sum-of-squares estimation of models for stationary time series with long memory
Robinson, Peter, (2006)
-
A Rademacher–Menchov approach for random coefficient bifurcating autoregressive processes
Bercu, Bernard, (2015)
-
Limit theorems for bifurcating integer-valued autoregressive processes
Bercu, Bernard, (2015)
- More ...
-
Non-Nested Testing of Spatial Correlation
Delgado, Miguel A., (2013)
-
Series Estimation under Cross-sectional Dependence
Lee, Jungyoon, (2013)
-
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects
Robinson, Peter M, (2013)
- More ...