✦ LIBER ✦

The effect of tapering on the semiparametric estimators for nonstationary long memory processes

✍ Scribed by Leïla Nouira; Mohamed Boutahar; Vêlayoudom Marimoutou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating the Long-Memory Parameter in

✍ Boubaker, Heni; Péguin-Feissolle, Anne 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 201 KB

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF T

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

Semiparametric Estimation of the Intensi

✍ Liudas Giraitis; Piotr Kokoszka; Remigijus Leipus; Gilles Teyssière 📂 Article 📅 2000 🏛 Springer Netherlands 🌐 English ⚖ 88 KB

Broadband Semiparametric Estimation of t

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

On estimating the memory for finitarily

✍ Gusztáv Morvai; Benjamin Weiss 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 240 KB

RATE OPTIMAL SEMIPARAMETRIC ESTIMATION O

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