Bandwidth choice in Gaussian semiparametric estimation of long range dependence
Robinson, P. & Henry, M.
(1996).
Bandwidth choice in Gaussian semiparametric estimation of long range dependence.
In
Robinson, P. & Rosenblatt, M.
(Eds.),
Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan
.
Springer Berlin / Heidelberg.
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1815 |