Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Econometrics; EM/2000/379, EM/00/379. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.
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| Item Type: | Monograph (Discussion Paper) |
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| Official URL: | http://sticerd.lse.ac.uk |
| Additional Information: | © 2000 the authors |
| Uncontrolled Keywords: | Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Journal of Economic Literature Classification System: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation |
| Sets: | Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| Identification Number: | EM/00/379 |
| URL: | http://eprints.lse.ac.uk/2082/ |
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