Validity of the sampling window method for long-range dependent linear processes
Year of publication: |
2005
|
---|---|
Authors: | Nordman, Daniel J. ; Lahiri, Soumendra N. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 6, p. 1087-1111
|
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Nonparametric identification and estimation with non-classical errors-in-variables
Evdokimov, Kirill S., (2024)
- More ...
-
Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence
Kim, Young Min, (2018)
-
Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process
Lahiri, Soumendra N., (2019)
-
On optimal spatial subsample size for variance estimation
Nordman, Daniel J., (2002)
- More ...