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Keyword: lower bound;
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Maria Letizia Giorgetti
In this paper, I illustrate the additional information that can be prodivided in estimating the lower bound (Sutton 1991, 1998) by using quantile regression. Quantile regression allows us to invesigate the influence of o...Read more...
Liudas Giraitis, Peter M Robinson and Alexander Samarov
There exist several estimators of the memory parameter in long-memory time series models with mean µ and the spectrum specified only locally near zero frequency. In this paper we give a lower bound for the rate of conver...Read more...