Items where Author is "Samarov, Alexander"

Article

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Journal of Multivariate Analysis, 72 (2). pp. 183-207. ISSN 0047-259X

Monograph

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Econometrics; EM/2000/379 (EM/00/379). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Econometrics; EM/1997/323 (EM/1997/323). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.