A model for long memory conditional heteroscedasticity
| Year of publication: |
2000-03
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter ; Surgailis, Donatas |
| Institutions: | London School of Economics (LSE) |
| Subject: | Long range dependence | semiparametric model | rates of convergence | adaptive bandwidth selection |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Econometrics; EM/2000/382, EM/00/382 25 pages |
| Classification: | C13 - Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10010884579