Consistent estimation of the memory parameter for nonlinear time series
Year of publication: |
2006-01
|
---|---|
Authors: | Dalla, Violetta ; Giraitis, Liudas ; Hidalgo, Javier |
Publisher: |
Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science |
Subject: | HB Economic Theory | QA Mathematics |
-
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier, (2005)
-
Analysis and design of selection committees: a game theoretic secretary problem
Alpern, Steve, (2009)
-
Lee, Sokbae, (2007)
- More ...
-
Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta, (2006)
-
Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta, (2006)
-
Consistent estimation of the memory parameter for nonlinear time series
Dalla, Violetta, (2006)
- More ...