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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