Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence - Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander; Suntory and Toyota International Centres for Economics and Related Disciplines (London : London School of Economics and Political Science, 1997)
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Keywords: analýza časových řad; ekonometrie; statistické modely; ekonomický vývoj; studie; time series analysis; econometrics; statistical models; studies