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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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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 26 Nov 2008 16:27
URL: http://eprints.lse.ac.uk/7167/

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