A Model for Long Memory Conditional Heteroscedasticity - (Now published in Annals of Applied Probability, 10 (2000), pp.1002-1024.)
| Year of publication: |
2000-03
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| Authors: | Giraitis, Liudas ; Robinson, Peter M ; Surgailis, Donatas |
| Institutions: | Suntory and Toyota International Centres for Economics and Related Disciplines, LSE |
| Subject: | Long-range dependence | semiparametric model | rates of convergence | adaptive bandwidth selection |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10005310368