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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.elsevier.com/wps/find/journaldescriptio... |
| Additional Information: | © 2000 Academoc Press |
| Library of Congress subject classification: | H Social Sciences > HA Statistics |
| Sets: | Departments > Economics |
| Date Deposited: | 26 Nov 2008 16:27 |
| URL: | http://eprints.lse.ac.uk/7167/ |
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