Adaptive local polynomial whittle estimation of long-range dependence
Year of publication: |
2004
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Authors: | Andrews, Donald W. K. ; Sun, Yixiao |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 72.2004, 2, p. 569-614
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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