Averaged periodogram estimation of long memory

Journal of Econometrics

Volumn 73, Issue 1, 1996, Pages 303-324

  Lobato, I ^a   Robinson, P M ^b  

^a UNIVERSITY OF IOWA   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Averaged periodogram estimation; Long memory

Indexed keywords

EID: 30244502301     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01742-9     Document Type: Article

References (15)

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