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adaptive bandwidth selection
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Giraitis, Liudas
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter
;
Surgailis, Donatas
-
London School of Economics (LSE)
-
2000
Persistent link: https://www.econbiz.de/10010884579
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A Model for Long Memory Conditional Heteroscedasticity - (Now published in Annals of Applied Probability, 10 (2000), pp.1002-1024.)
Giraitis, Liudas
;
Robinson, Peter M
;
Surgailis, Donatas
-
Suntory and Toyota International Centres for Economics …
-
2000
Persistent link: https://www.econbiz.de/10005310368
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