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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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Item Type: Article
Official URL: http://www.springerlink.com/content/102997/
Additional Information: © 2000 Kluwer Academic Publishers
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 16:20
URL: http://eprints.lse.ac.uk/7169/

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