Parametric estimation under long range dependence
Robinson, P. M. & Giraitis, L.
(2003).
Parametric estimation under long range dependence.
In
Doukhan, P., Oppenheim, G. & Taqqu, M.
(Eds.),
Theory and Applications of Long Range Dependence
(pp. 229-250).
Birkhäuser (Firm).
| Item Type | Chapter |
|---|---|
| Copyright holders | © 2003 P. Doukhan, G. Oppenheim, M.S.Taqqu |
| Departments | LSE > Academic Departments > Economics |
| Date Deposited | 08 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/10460 |
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