Bandwidth choice in Gaussian semiparametric estimation of long range dependence
Robinson, Peter; and Henry, M
(1996)
Bandwidth choice in Gaussian semiparametric estimation of long range dependence
In:
Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan.
Lecture notes in statistics ; 115
.
Springer Berlin / Heidelberg, Berlin.
ISBN 0-387947876
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1815 |