Robust Automatic Bandwidth for Long Memory
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Publication:2740037
DOI10.1111/1467-9892.00225zbMath0978.62079MaRDI QIDQ2740037
Publication date: 16 September 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00225
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G35: Nonparametric robustness
65C05: Monte Carlo methods
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