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Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity

Giraitis, Liudas, Kokoszka, Piotr, Leipus, Remigijus and Teyssière, Gilles (2000) Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Statistical Inference for Stochastic Processes, 3 (1-2). pp. 113-128. ISSN 1387-0874

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Identification Number: 10.1023/A:1009951213271
Item Type: Article
Official URL: http://www.springerlink.com/content/102997/
Additional Information: © 2000 Kluwer Academic Publishers
Divisions: Economics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 26 Nov 2008 16:20
Last Modified: 11 Dec 2024 22:18
URI: http://eprints.lse.ac.uk/id/eprint/7169

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