Adaptive semiparametric estimation of the memory parameter

Giraitis, Liudas; Robinson, Peter M.; and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter Journal of Multivariate Analysis, 72 (2). pp. 183-207. ISSN 0047-259X

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Item Type	Article
Departments	Economics
DOI	10.1006/jmva.1999.1865
Date Deposited	26 Nov 2008 16:27
URI	https://researchonline.lse.ac.uk/id/eprint/7167

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Giraitis, Liudas
Robinson, Peter M.
Samarov, Alexander

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