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person:"Kapetanios, George"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Robinson, Peter M."
~subject:"Schätztheorie"
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
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1997
Persistent link: https://www.econbiz.de/10000954585
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Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
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1997
Persistent link: https://www.econbiz.de/10000959150
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
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1997
Persistent link: https://www.econbiz.de/10000960677
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