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Bandwidth choice in Gaussian semiparametric estimation of long range dependence

Robinson, Peter and Henry, M (1996) Bandwidth choice in Gaussian semiparametric estimation of long range dependence. In: Robinson, Peter and Rosenblatt, Murray, (eds.) Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan. Lecture notes in statistics ; 115. Springer Berlin / Heidelberg, Berlin. ISBN 0-387947876

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Item Type: Book Section
Divisions: LSE
Date Deposited: 27 Apr 2007
Last Modified: 13 Sep 2024 15:04
URI: http://eprints.lse.ac.uk/id/eprint/1815

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