Adaptive semiparametric estimation of the memory parameter

Liudas Giraitis, Peter M. Robinson and Alexander Samarov

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Keywords: Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection (search for similar items in EconPapers)
JEL-codes: C13 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2000-01
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Citations: View citations in EconPapers (17)

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