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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
Divisions: Economics
Subjects: H Social Sciences > HC Economic History and Conditions
Date Deposited: 08 Oct 2008 14:49
Last Modified: 15 Sep 2023 09:04
URI: http://eprints.lse.ac.uk/id/eprint/10460

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