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-Verlag, Berlin. ISBN 0-387947876
| Item Type: | Book Section |
|---|---|
| Sets: | Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/1815/ |
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