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Variance-type estimation of long memory

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: 20 Feb 2021 03:23

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