Author of the publication

Higher-order kernel semiparametric M-estimation of long memory

, and . Journal of Econometrics, 114 (1): 1--27 (May 2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Robust Automatic Bandwidth for Long Memory. Journal of Time Series Analysis, 22 (3): 293--316 (121 05 2001)doi: 10.1111/1467-9892.00225.Averaged Periodogram Spectral Estimation with Long-memory Conditional Heteroscedasticity. Journal of Time Series Analysis, 22 (4): 431--459 (182 07 2001)doi: 10.1111/1467-9892.00234.Higher-order kernel semiparametric M-estimation of long memory, and . Journal of Econometrics, 114 (1): 1--27 (May 2003)Local Utility and Multivariate Risk Aversion., , and . Math. Oper. Res., 41 (2): 466-476 (2016)Nonempirical Quantification of Molecular Interactions in Supramolecular Assemblies. ChemPhysChem, 3 (7): 561--569 (Jul 15, 2002)Dual theory of choice with multivariate risks., and . J. Econ. Theory, 147 (4): 1501-1516 (2012)OCARI for industrial wireless sensor networks., , , , , , and . Wireless Days, page 1-5. IEEE, (2008)Arithmetic Operations on Self-Replicating Cellular Automata., , and . ECAL, volume 1674 of Lecture Notes in Computer Science, page 447-456. Springer, (1999)Arithmetic Operations with Self-Replicating Loops., , and . Collision-Based Computing, Springer, (2002)A new limiting procedure for discontinuous Galerkin methods applied to compressible multiphase flows with shocks and interfaces., , and . J. Comput. Phys., (2015)