Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence

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

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Item Type:	Article
Sets:	Collections > Economists Online
Date Deposited:	27 Apr 2007
URL:	http://eprints.lse.ac.uk/1499/

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