Higher-order kernel semiparametric M-estimation of long memory (Q1870094)
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scientific article; zbMATH DE number 1903604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order kernel semiparametric M-estimation of long memory |
scientific article; zbMATH DE number 1903604 |
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Higher-order kernel semiparametric M-estimation of long memory (English)
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4 May 2003
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long memory
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semiparametric methods
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higher-order kernel
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M-estimation
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bias
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mean-squared error
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tables
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0.9042382
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0.8830665
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0.8775616
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0.87751085
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0.8763468
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0.8724055
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