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Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Journal of Multivariate Analysis, 72 (2). pp. 183-207. ISSN 0047-259X

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Identification Number: 10.1006/jmva.1999.1865
Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2000 Academoc Press
Divisions: Economics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 26 Nov 2008 16:27
Last Modified: 13 Nov 2024 00:07
URI: http://eprints.lse.ac.uk/id/eprint/7167

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