The effect of tapering on the semiparametric estimators for nonstationary long memory processes
Lei͏̈la Nouira; Mohamed Boutahar; Vêlayoudom Marimoutou
| Year of publication: |
2009
|
|---|---|
| Authors: | Nouira, Lei͏̈la ; Boutahar, Mohamed ; Marimoutou, Vêlayoudom |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 50.2009, 2, p. 225-248
|
| Subject: | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003814842