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long memory
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Henry, Marc
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Robinson, Peter M.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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1
Higher-order kernel semiparametric M-estimation of long
memory
Robinson, Peter M.
;
Henry, Marc
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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Higher-order kernel semiparametric m-estimation of long
memory
Robinson, Peter M.
;
Henry, Marc
-
2002
Persistent link: https://www.econbiz.de/10001712428
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