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On the asymptotic properties of a feasible estimator of the continuous time long memory parameter

Joanne S. Ercolani

Publication Data

Title On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Author Joanne S. Ercolani
Contributor
Publisher University of Birmingham, Department of Economics
Publication date 2010
Publication location Birmingham
Language English

Descriptive Notes

Title from PDF caption (viewed on Jan. 30, 2012).

Topics

Econometric models
Estimation theory
England

Catalogue Data

OBNB ID GBB208552
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 1 online resource (11 p.)
P1042 Includes bibliographical references.

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On the asymptotic properties of a feasible estimator of the continuous time long memory parameter by Joanne S. Ercolani. Published by University of Birmingham, Department of Economics in 2010. Publication and catalogue information, links to buy online and reader comments.