Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory
Year of publication: |
2002-09
|
---|---|
Authors: | Giraitis, Liudas ; Robinson, Peter M |
Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
Subject: | Edgeworth expansion | long memory | semiparametric estimation |
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