The effect of tapering on the semiparametric estimators for nonstationary long memory processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Nouira, Leïla ; Boutahar, Mohamed ; Marimoutou, Vêlayoudom |
| Published in: |
Statistical Papers. - Springer. - Vol. 50.2009, 2, p. 225-248
|
| Publisher: |
Springer |
| Subject: | Long-range dependence | Order of tapering | Semiparametric estimators | Monte Carlo study |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005167217