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Disambiguation of "Robinson, Peter M."

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Nonlinear time series with long memory: a model for stochastic volatility

, and . Journal of Statistical Planning and Inference, 68 (2): 359--371 (May 15, 1998)

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Peter Robinson

Peter Nicholas Robinson

Nehemia Robinson

Gnana Robinson

Yohan Robinson

 

Other publications of authors with the same name

The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*, and . Econometrica, 73 (3): 903--948 (121 05 2005)doi: 10.1111/j.1468-0262.2005.00598.x.The construction and estimation of continuous time models and discrete approximations in econometrics. Journal of Econometrics, 6 (2): 173--197 (September 1977)Higher-order kernel semiparametric M-estimation of long memory, and . Journal of Econometrics, 114 (1): 1--27 (May 2003)Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series with Long-Range Dependence, , and . Journal of Time Series Analysis, 18 (1): 49--60 (Jan 1, 1997)doi: 10.1111/1467-9892.00038.Variance-type estimation of long memory, , and . Stochastic Processes and their Applications, 80 (1): 1--24 (Mar 1, 1999)Optimal spectral kernel for long-range dependent time series, and . Statistics & Probability Letters, 30 (1): 37--43 (Sep 30, 1996)Nonlinear time series with long memory: a model for stochastic volatility, and . Journal of Statistical Planning and Inference, 68 (2): 359--371 (May 15, 1998)NONPARAMETRIC AND SEMIPARAMETRIC METHODS FOR ECONOMIC RESEARCH, and . Journal of Economic Surveys, 6 (3): 201--249 (245 09 1992)doi: 10.1111/j.1467-6419.1992.tb00151.x.Semiparametric exploration of long memory in stock prices, and . Journal of Statistical Planning and Inference, 50 (2): 155--174 (Mar 1, 1996)Testing for structural change in a long-memory environment, and . Journal of Econometrics, 70 (1): 159--174 (January 1996)