Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; and Teyssière, Gilles
(2000)
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity.
Statistical Inference for Stochastic Processes, 3 (1-2).
pp. 113-128.
ISSN 1387-0874
| Item Type | Article |
|---|---|
| Departments | Economics |
| DOI | 10.1023/A:1009951213271 |
| Date Deposited | 26 Nov 2008 16:20 |
| URI | https://researchonline.lse.ac.uk/id/eprint/7169 |