Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
Giraitis, L., Kokoszka, P., Leipus, R. & Teyssière, G.
(2000).
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity.
Statistical Inference for Stochastic Processes,
3(1-2), 113-128.
https://doi.org/10.1023/A:1009951213271
| Item Type | Article |
|---|---|
| Copyright holders | © 2000 Kluwer Academic Publishers |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1023/A:1009951213271 |
| Date Deposited | 26 Nov 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7169 |
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