The estimation of misspecified long memory models
Year of publication: |
2014
|
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Authors: | Robinson, Peter M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 225-230
|
Subject: | Long memory | Slowly-varying function | Log-periodogram estimate | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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