Parametric Estimation under Long-Range Dependence

Parametric estimation is discussed in a variety of models exhibiting long-range dependence.

Year of publication:	2001-05
Authors:	Giraitis, Liudas ; Robinson, Peter M
Institutions:	Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
Subject:	Parametric estimation \| long-range dependence

Extent:	application/pdf
Series:	STICERD - Econometrics Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005797503