Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. [Working paper]
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Item Type Working paper
Keywords Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection
Departments Economics
STICERD
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/2082

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