Parametric estimation under long-range dependence

Giraitis, Liudas; and Robinson, Peter M. (2001) Parametric estimation under long-range dependence. [Working paper]

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Parametric estimation is discussed in a variety of models exhibiting longrange dependence

Item Type	Working paper
Keywords	Parametric estimation; long-range dependence
Departments	Economics STICERD
Date Deposited	27 Apr 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2227

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