✦ LIBER ✦

Consistent estimation of the memory parameter for nonlinear time series

✍ Scribed by Violetta Dalla; Liudas Giraitis; Javier Hidalgo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF T

✍ Clifford M. Hurvich; Kaizo I. Beltrao 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 728 KB

The asymptotic properties of estimates o

✍ V. V. Anisimov; K. S. Keibakh 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 794 KB

Endogenous Parameter Time Series Estimat

✍ Mindy Morel 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 124 KB

Broadband Semiparametric Estimation of t

✍ Clifford M. Hurvich; Julia Brodsky 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

RATE OPTIMAL SEMIPARAMETRIC ESTIMATION O

✍ Liudas Giraitis; Peter M. Robinson; Alexander Samarov 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 265 KB

Essays in Time Series and Allied Process

✍ Ritei Shibata 📂 Article 📅 1986 🏛 Applied Probability Trust 🌐 English ⚖ 1016 KB