Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Morten Ørregaard Nielsen; Per Houmann Frederiksen
| Year of publication: |
2005
|
|---|---|
| Authors: | Nielsen, Morten Ørregaard ; Frederiksen, Per |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 4, p. 405-443
|
| Subject: | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Systematischer Fehler | Bias | Theorie | Theory |
| 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/10003242862