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
| 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/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/7169/ |
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