Adaptive Semiparametric Estimation of the Memory Parameter - (Now Published with Revised Title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000), Pp.183-207.)
22 Pages Posted: 21 Jul 2008
Date Written: January 2000
Abstract
JEL Classification: C13, C14
Suggested Citation: Suggested Citation
Giraitis, Liudas and Samarov, Alexander, Adaptive Semiparametric Estimation of the Memory Parameter - (Now Published with Revised Title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in Journal of Multivariate Analysis, 72 (2000), Pp.183-207.) (January 2000). LSE STICERD Research Paper No. EM379, Available at SSRN: https://ssrn.com/abstract=1162574
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