Rate optimal semiparametric estimation of the memory parameter of the gaussian time series withlong range dependence
By: by Liudas Giraitis, P.M. Robinson, Alexander Samarov.
Contributors: Robinson, P.M.; Samarov, Alexander.; Suntory and Toyota International Centres for Economics and Related Disciplines.
Series: Econometrics discussion paper -- no.EM/97/323
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1997
Place of publication: London
Language: eng
Number of pages: 11