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Semiparametric Distributions With Estimated Shape Parameters

โœ Scribed by Klas J. F. Petersson; Eva Hanze; Radojka M. Savic; Mats O. Karlsson


Book ID
106493812
Publisher
Springer US
Year
2009
Tongue
English
Weight
313 KB
Volume
26
Category
Article
ISSN
0724-8741

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Adaptive Semiparametric Estimation of th
โœ Liudas Giraitis; Peter M Robinson; Alexander Samarov ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 239 KB

In Giraitis, Robinson, and Samarov (1997), we have shown that the optimal rate for memory parameter estimators in semiparametric long memory models with degree of ``local smoothness'' ; is n &r( ;) , r( ;)=;ร‚(2;+1), and that a logperiodogram regression estimator (a modified Geweke and Porter-Hudak (