Rate optimal semiparametric estimationof the memory parameter of the Gaussian time series with long range dependence

Saved in:
Bibliographic Details
Main Authors: Giraitis, Liudas (Author) , Robinson, Peter M. (Author) , Samarov, Alexander (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Heidelberg Universitätsbibliothek Heidelberg 2016
Series:Beiträge zur Statistik Beiträge 28
In: Beiträge zur Statistik (28)

Online Access:Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-209007
Get full text
Author Notes:Liudas Giraitis, Heidelberg University, Peter M. Robinson, London School of Economics, Alexander Samarov, University of Massachusetts and MIT
Description
Physical Description:Online Resource