From post

Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series with Long-Range Dependence

, , и . Journal of Time Series Analysis, 18 (1): 49--60 (01.01.1997)doi: 10.1111/1467-9892.00038.

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.

 

Другие публикации лиц с тем же именем

The construction and estimation of continuous time models and discrete approximations in econometrics. Journal of Econometrics, 6 (2): 173--197 (сентября 1977)Higher-order kernel semiparametric M-estimation of long memory, и . Journal of Econometrics, 114 (1): 1--27 (мая 2003)Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series with Long-Range Dependence, , и . Journal of Time Series Analysis, 18 (1): 49--60 (01.01.1997)doi: 10.1111/1467-9892.00038.The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives*, и . Econometrica, 73 (3): 903--948 (121 05 2005)doi: 10.1111/j.1468-0262.2005.00598.x.Variance-type estimation of long memory, , и . Stochastic Processes and their Applications, 80 (1): 1--24 (01.03.1999)Nonlinear time series with long memory: a model for stochastic volatility, и . Journal of Statistical Planning and Inference, 68 (2): 359--371 (15.05.1998)Optimal spectral kernel for long-range dependent time series, и . Statistics & Probability Letters, 30 (1): 37--43 (30.09.1996)Testing for structural change in a long-memory environment, и . Journal of Econometrics, 70 (1): 159--174 (января 1996)NONPARAMETRIC AND SEMIPARAMETRIC METHODS FOR ECONOMIC RESEARCH, и . 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, и . Journal of Statistical Planning and Inference, 50 (2): 155--174 (01.03.1996)