Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Year of publication: |
1997
|
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Authors: | Giraitis, Liudas ; Robinson, Peter M. ; Samarov, Alexander |
Publisher: |
London |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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