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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~person:"Giraitis, Liudas"
~person:"Henry, Mark S."
~subject:"Estimation theory"
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Estimation theory
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Giraitis, Liudas
Henry, Mark S.
Robinson, Peter M.
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Working paper
7
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3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
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Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
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2
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
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3
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
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4
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
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