Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474): Difference between revisions

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-.1016/j.jeconom.2006.01.003
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+Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
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+A Nonparametric Test for I(0)
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+Gaussian semiparametric estimation of long range dependence
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+Exact local Whittle estimation of fractional integration
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@@ Property / DOI @@
+.1016/J.JECONOM.2006.01.003
@@ Property / DOI: 10.1016/J.JECONOM.2006.01.003 / rank @@
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