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Averaged periodogram estimation of long memory

Lobato, I and Robinson, Peter (1996) Averaged periodogram estimation of long memory. Journal of Econometrics, 73 (1). pp. 303-324. ISSN 0304-4076

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Item Type: Article
Additional Information: Item_Title: Fractional differencing and long memory processes
Sets: Collections > Economists Online
Date Deposited: 27 Apr 2007
Last Modified: 01 Oct 2010 08:45
URI: http://eprints.lse.ac.uk/id/eprint/1233

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