Work

Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series With Long‐range Dependence

Year: 1997

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/1467-9892.00038

Authors: Liudas Giraitis, Peter M. Robinson, Alexander Samarov

Institutions: Heidelberg University, Massachusetts Institute of Technology, London School of Economics and Political Science

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Alexander von Humboldt-Stiftung, Deutsche Forschungsgemeinschaft, Economic and Social Research Council

OpenAlex ID: W1979252774

FWCI: 9.141

Cites:

Cited by: 64

Related to: 9