Adaptive semiparametric estimation of the memory parameter
Giraitis, L., Robinson, P. M. & Samarov, A.
(2000).
Adaptive semiparametric estimation of the memory parameter.
Journal of Multivariate Analysis,
72(2), 183-207.
https://doi.org/10.1006/jmva.1999.1865
| Item Type | Article |
|---|---|
| Copyright holders | © 2000 Academoc Press |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1006/jmva.1999.1865 |
| Date Deposited | 26 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7167 |
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