Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Year of publication: |
2005
|
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Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per Houmann |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 4, p. 405-443
|
Subject: | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Systematischer Fehler | Bias | Theorie | Theory |
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