Edgeworth expansions for semiparametric whittle estimation of long memory
Liudas Giraitis; Peter M. Robinson
| Year of publication: |
2002
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. |
| Publisher: |
London : STICERD, Suntory Centre |
| Subject: | long memory | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | 38 S |
|---|---|
| Series: | Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines. - London : LSE, ISSN 0969-4390, ZDB-ID 2185062-8. - Vol. EM/02/438 : Econometrics |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://sticerd.lse.ac.uk/dps/em/em438.pdf Literaturverz. S. [39] - [40] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001703681