Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory

Long Memory in Economics

Volumn , Issue , 2007, Pages 157-172

  Henry, Marc ^a  

^a Columbia University ^*  (United States)

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EID: 84892236004     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-34625-8_6     Document Type: Chapter

References (20)

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