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
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1233/

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