The estimation of misspecified long memory models
Peter M. Robinson
| Year of publication: |
2014
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|---|---|
| Authors: | Robinson, Peter M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 225-230
|
| Subject: | Long memory | Slowly-varying function | Log-periodogram estimate | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| 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/10010256170