Higher-order kernel semiparametric M-estimation of long memory
type: Item
instance of: scholarly article
title: Higher-order kernel semiparametric M-estimation of long memory
zbMATH Open document ID: 1023.62106
DOI: 10.1016/S0304-4076(02)00208-7
author: Peter M. Robinson
author: Marc Henry
published in: Journal of Econometrics
publication date: 2003-05-04T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1903604
zbMATH Keywords: long memory
zbMATH Keywords: semiparametric methods
zbMATH Keywords: higher-order kernel
zbMATH Keywords: M-estimation
zbMATH Keywords: bias
zbMATH Keywords: mean-squared error
zbMATH Keywords: tables
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1903604