The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (Q3838319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series |
scientific article |
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The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series (English)
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9 August 1998
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semiparametric estimation
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mean squared error estimation
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long-memory time-series
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