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You searched for "long-range dependence"

Econometrics Paper
Gaussian Estimation of Parametric Spectral Density with Unknown Pole Liudas Giraitis, Javier Hidalgo and Peter M Robinson
August 2001
Paper No' EM/2001/424:
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Tags: long-range dependence; unknown pole.

Econometrics Paper
Parametric Estimation under Long-Range Dependence Liudas Giraitis and Peter M Robinson
May 2001
Paper No' EM/2001/416:
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Tags: parametric estimation; long-range dependence.

Econometrics Paper
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) Peter M Robinson October 1997
Paper No' EM/1997/338:
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Tags: autocorrelation-consistent variance estimation; long-range dependence; simultaneous equations systems.

Econometrics Paper
Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.) Peter M Robinson September 1997
Paper No' EM/1997/336:
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Tags: central limit theorem; nonparametric regression; autocorrelation; long-range dependence

Econometrics Paper
Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.) Liudas Giraitis, Peter M Robinson and Alexander Samarov February 1997
Paper No' EM/1997/323:
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Tags: long-range dependence; semiparametric models; optimal rates of convergence; lower bounds

Econometrics Paper
Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.) Javier Hidalgo and Peter M Robinson January 1997
Paper No' EM/1997/318:
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Tags: long-range dependence; linear regression; generalized least squares; nonlinear regression