✦ LIBER ✦

THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

✍ Scribed by John Geweke; Susan Porter-Hudak

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ESTIMATION IN LONG-MEMORY TIME SERIES MO

✍ R. L. Kashyap; Kie-Bum Eom 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 18 KB

SIMULATION AND ESTIMATION OF LONG MEMORY

✍ F. Comte 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 742 KB

Broadband semi-parametric estimation of

✍ Masaki Narukawa; Yasumasa Matsuda 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 522 KB

Broadband Semiparametric Estimation of t

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

Estimating d for long and short memory t

✍ Gareth Janacek 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 755 KB

AUTOMATIC SEMIPARAMETRIC ESTIMATION OF T

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