Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "long memory processes"

Econometrics Paper
Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole Javier Hidalgo
January 2005
Paper No' EM/2005/481:
Read Abstract | Full Paper (pdf)

JEL Classification: C14; G22

Tags: spectral density estimation; long memory processes; gaussian processes