Parametric estimation under long-range dependence

Giraitis, L. & Robinson, P. M. (2001). Parametric estimation under long-range dependence. (Econometrics; EM/2001/416 EM/01/416). Suntory and Toyota International Centres for Economics and Related Disciplines.
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Parametric estimation is discussed in a variety of models exhibiting longrange dependence
Item Type Working paper
Copyright holders © 2001 the authors
Departments LSE > Academic Departments > Economics
LSE > Research Centres > STICERD
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/2227

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