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Nonparametric Beta kernel estimator for long memory time series
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Document type | Document de travail (Working Paper) |
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Access type | Accès libre |
Publication date | 2011 |
Language | Anglais |
Collection | CORE Discussion Paper - 2011/4 |
Affiliations |
UCL
- SSH/LIDAM/CORE - Center for operations research and econometrics University of Sherbrooke - Department of Economics |
Keywords | spectral density ; long range dependence ; nonparametric estimation ; periodogram ; kernel smoothing ; Beta kernel ; cross-validation |
Links |
Bibliographic reference | Bouezmarni, Taoufik ; Van Bellegem, Sébastien. Nonparametric Beta kernel estimator for long memory time series. CORE Discussion Paper ; 2011/4 (2011) |
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Permanent URL | http://hdl.handle.net/2078.1/69208 |