Higher-order kernel semiparametric M-estimation of long memory
Peter M. Robinson; Marc Henry
| Year of publication: |
2003
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|---|---|
| Authors: | Robinson, Peter M. ; Henry, Marc |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 114.2003, 1, p. 1-27
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| Subject: | Long Memory | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | 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/10001738912