Gaussian estimation of parametric spectral density with unknown pole
Year of publication: |
2001-08
|
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Authors: | Giraitis, L ; Hidalgo, J ; Robinson, Peter M. |
Institutions: | London School of Economics (LSE) |
Subject: | Long range dependence | unknown pole |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Annals of Statistics, August, 2001, 29(4), pp. 987-1023. ISSN: 0090-5364 |
Classification: | C1 - Econometric and Statistical Methods: General ; C22 - Time-Series Models |
Source: |
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