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Efficiency improvements in inference on stationary and nonstationary fractional time series

Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364

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Item Type: Article
Official URL: http://www.imstat.org/aos/
Additional Information: (c) 2001 Institute of Mathematical Statistics.
Library of Congress subject classification: H Social Sciences > HA Statistics
Journal of Economic Literature Classification System: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C10 - General
Sets: Departments > Economics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 Jun 2007
URL: http://eprints.lse.ac.uk/2494/

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