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

See all articles by Liudas Giraitis

Liudas Giraitis

University of York - Department of Mathematics and Economics

Alexander Samarov

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Date Written: January 2000

Abstract

JEL Classification: C13, C14

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

Liudas Giraitis (Contact Author)

University of York - Department of Mathematics and Economics ( email )

Heslington, York YO10 5DD
United Kingdom

Alexander Samarov

Massachusetts Institute of Technology (MIT) - Sloan School of Management ( email )

100 Main Street
E62-416
Cambridge, MA 02142
United States

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