Items where Author is "Samarov, Alexander"

Number of items: 3.
Article
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
    • Working paper
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
  • Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander