RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY...

RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG-RANGE DEPENDENCE

Liudas Giraitis, Peter M. Robinson, Alexander Samarov
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Volume:
18
Year:
1997
Language:
english
Pages:
12
DOI:
10.1111/1467-9892.00038
File:
PDF, 265 KB
english, 1997
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