Giraitis, Liudas, Robinson, Peter and Surgailis D, (1999) Variance-type estimation of long memory. Stochastic Processes and Their Applications, 80 (1). pp. 1-24. ISSN 0304-4149
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Identification Number: 10.1016/S0304-4149(98)00062-3
| Item Type: | Article |
|---|---|
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 22:09 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1622 |
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