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Parametric estimation under long range dependence

Robinson, Peter M. and Giraitis, Liudas (2003) Parametric estimation under long range dependence. In: Doukhan, Paul, Oppenheim, George and Taqqu, Murad, (eds.) Theory and Applications of Long Range Dependence. Birkhauser, Basel, pp. 229-250. ISBN 9780817641689

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Item Type: Book Section
Official URL: http://www.waterstones.com/waterstonesweb/advanced...
Additional Information: © 2003 P. Doukhan, G. Oppenheim, M.S.Taqqu
Library of Congress subject classification: H Social Sciences > HC Economic History and Conditions
Sets: Departments > Economics
Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 08 Oct 2008 14:49
URL: http://eprints.lse.ac.uk/10460/

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