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Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 2000
Persistent link: https://www.econbiz.de/10001444259
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Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492
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Whittle estimation of ARCH models
Giraitis, Liudas; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001551057
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Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas; Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001703681
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Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997
Persistent link: https://www.econbiz.de/10000959150
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Denis Sargan: some perspectives
Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001699200
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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165
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Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - In: Econometric theory 15 (1999) 3, pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
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Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.; Robinson, Peter M. - 1999
Persistent link: https://www.econbiz.de/10001429067