Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence

Giraitis, L., Robinson, P. & Samarov, A. (1997). Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Journal of Time Series Analysis, 18(1), 49-60.
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1499

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