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 |
| Date Deposited: | 27 Apr 2007 |
| URL: | http://eprints.lse.ac.uk/1815/ |
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