Nonparametric function estimation for long memory time series
Robinson, Peter
(1991)
Nonparametric function estimation for long memory time series.
In:
Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium In.
Cambridge University Press, Cambridge, pp. 437-458.
ISBN 0-52-137090-6
| Item Type | Chapter |
|---|---|
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1865 |