Adaptive semiparametric estimation of the memory parameter
| Year of publication: |
2000-01
|
|---|---|
| Authors: | Giraitis, Liudas ; Robinson, Peter M. ; Samarov, Alexander |
| 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/2000/379, EM/00/379 19 pages |
| Classification: | C13 - Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10010745466