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~person:"Giraitis, Liudas"
~person:"Robinson, Peter M."
~subject:"KPSS and V/S statistics"
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KPSS and V/S statistics
long memory
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Giraitis, Liudas
Robinson, Peter M.
Kokoszka, Piotr
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Leipus, Remigijus
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Teyssière, Gilles
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Semiparametric estimation of the intensity of long
memory
in conditional heteroskedasticity
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
-
1999
The paper is concerned with the estimation of the long
memory
parameter in a conditionally heteroskedastic model …
Persistent link: https://www.econbiz.de/10010310015
Saved in:
2
Semiparametric estimation of the intensity of long
memory
in conditional heteroskedasticity
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
-
Sonderforschungsbereich 373, Quantifikation und …
-
1999
The paper is concerned with the estimation of the long
memory
parameter in a conditionally heteroskedastic model …
Persistent link: https://www.econbiz.de/10010956357
Saved in:
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