Lobato, I and Robinson, Peter (1996) Averaged periodogram estimation of long memory. Journal of Econometrics, 73 (1). pp. 303-324. ISSN 0304-4076
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Additional Information: | Item_Title: Fractional differencing and long memory processes |
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 06 Feb 2025 01:24 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1233 |
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