Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation
Patrik Guggenberger; Yixiao Sun
| Year of publication: |
2006
|
|---|---|
| Authors: | Guggenberger, Patrik ; Sun, Yixiao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 5, p. 863-912
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379111