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subject:"Theory"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Giraitis, Liudas"
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Suntory and Toyota International Centres for Economics and Related Disciplines
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Variance-type estimation of long memory
Giraitis, Liudas
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Robinson, Peter M.
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Surgailis, Donatas
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1998
Persistent link: https://www.econbiz.de/10000996492
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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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