Parametric estimation under long range dependence
Robinson, Peter M.; and Giraitis, Liudas
(2003)
Parametric estimation under long range dependence.
In:
Theory and Applications of Long Range Dependence.
Birkhäuser (Firm), Basel, pp. 229-250.
ISBN 9780817641689
| Item Type | Chapter |
|---|---|
| Departments | Economics |
| Date Deposited | 08 Oct 2008 14:49 |
| URI | https://researchonline.lse.ac.uk/id/eprint/10460 |