Semiparametric estimation from time series with long-range dependence
type: Item
instance of: scholarly article
title: Semiparametric estimation from time series with long-range dependence
zbMATH Open document ID: 0808.62081
DOI: 10.1016/0304-4076(94)90068-X
author: Bing Cheng
author: Peter M. Robinson
published in: Journal of Econometrics
publication date: 1995-03-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 706579
zbMATH Keywords: long-memory time-series dependence
zbMATH Keywords: semiparametric averaged derivative statistics
zbMATH Keywords: index models
zbMATH Keywords: long-range dependence
zbMATH Keywords: nonnormal limiting distribution
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)90068-x
OpenAlex ID: W2052742532
description: scientific article; zbMATH DE number 706579