Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]
No. 2002-17
DEPARTMENT OF ECONOMICS
SCHOOL OF ECONOMICS AND MANAGEMENT - UNIVERSITY OF AARHUS - BUILDING 350
8000 AARHUS …, where some knowledge of the form of the spectral density is
assumed. The maximal rate depends on the adequacy of the …
by e.g. FDLS, which does not require any knowledge of the memory parameters. Although the
FDLS estimate is not …