Giraitis, L, Robinson, Peter and Samarov, A (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Journal of Time Series Analysis, 18 (1). pp. 49-60. ISSN 0143-9782
Full text not available from this repository.Item Type: | Article |
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Divisions: | LSE |
Date Deposited: | 27 Apr 2007 |
Last Modified: | 12 Feb 2025 00:05 |
URI: | http://eprints.lse.ac.uk/id/eprint/1499 |
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