文章基本信息

标题：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.)
作者：Liudas Giraitis ; Peter M Robinson ; Alexander Samarov January 等
期刊名称：Econometrics Publications
印刷版ISSN：0969-4366
出版年度：2000
出版社：Suntory Toyota International Centre for Economics and Related Disciplines
关键词：long-range dpendence ; semiparametric model ; rates of convergence ; adaptive bandwidth selection.