Adaptive semiparametric estimation of the memory parameter
Giraitis, L., Robinson, P. M. & Samarov, A.
(2000).
Adaptive semiparametric estimation of the memory parameter.
(Econometrics; EM/2000/379 EM/00/379).
Suntory and Toyota International Centres for Economics and Related Disciplines.
| Item Type | Working paper |
|---|---|
| Copyright holders | © 2000 the authors |
| Departments |
LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2082 |
Explore Further
- https://www.scopus.com/pages/publications/0001115651 (Scopus publication)
- http://sticerd.lse.ac.uk (Official URL)