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1999-05-31Buch DOI: 10.18452/3294
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
dc.contributor.authorGiraitis, Liudas
dc.contributor.authorKokoszka, Piotr
dc.contributor.authorLeipus, Remigijus
dc.contributor.authorTeyssière, Gilles
dc.date.accessioned2017-06-15T20:31:22Z
dc.date.available2017-06-15T20:31:22Z
dc.date.created2005-09-09
dc.date.issued1999-05-31
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3946
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectlong memoryeng
dc.subjectARCH modelseng
dc.subjectsemiparametric estimationeng
dc.subjectmodified R/Seng
dc.subjectKPSS and V/S statisticseng
dc.subjectperiodogrameng
dc.subject.ddc330 Wirtschaft
dc.titleSemiparametric estimation of the intensity of long memory in conditional heteroskedasticity
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10046689
dc.identifier.doihttp://dx.doi.org/10.18452/3294
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages14
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue81
local.edoc.container-year1999
local.edoc.container-erstkatid2135319-0

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