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Rates of convergence and optimal spectral bandwidth for long range dependence

Robinson, Peter (1994) Rates of convergence and optimal spectral bandwidth for long range dependence. Probability Theory and Related Fields, 99 . pp. 443-473. ISSN 0178-8051

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Item Type: Article
Sets: Collections > Economists Online
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Apr 2007
URL: http://eprints.lse.ac.uk/1408/

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