Variance-type estimation of long memory

Giraitis, L., Robinson, P. & Surgailis D (1999). Variance-type estimation of long memory. Stochastic Processes and Their Applications, 80(1), 1-24. https://doi.org/10.1016/S0304-4149(98)00062-3
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Item Type Article
Departments LSE
DOI 10.1016/S0304-4149(98)00062-3
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1622

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