Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Leïla Nouira"'
Publikováno v:
Statistical Papers. 50:225-248
In this paper, we study, by a Monte Carlo simulation, the effect of the order p of “Zhurbenko-Kolmogorov” taper on the asymptotic properties of semiparametric estimators. We show that p = [d + 1/2] + 1 gives the smallest variances and mean square
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a91e1bb223025fdb02a4f89489db389
https://doi.org/10.1007/s00362-007-0071-6
https://doi.org/10.1007/s00362-007-0071-6
Publikováno v:
Journal of Applied Statistics. 34:261-301
Since the seminal paper of Granger & Joyeux (1980), the concept of a long memory has focused the attention of many statisticians and econometricians trying to model and measure the persistence of stationary processes. Many methods for estimating d, t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ce701a3675b65705427da0056a1754f5
https://doi.org/10.1080/02664760601004874
https://doi.org/10.1080/02664760601004874
Publikováno v:
Applied Economics Letters
Applied Economics Letters, 2004, 11 (9), pp.591-594. ⟨10.1080/1350485042000230733⟩
Applied Economics Letters, Taylor & Francis (Routledge): SSH Titles, 2004, 11 (9), pp.591-594
Applied Economics Letters, 2004, 11 (9), pp.591-594. ⟨10.1080/1350485042000230733⟩
Applied Economics Letters, Taylor & Francis (Routledge): SSH Titles, 2004, 11 (9), pp.591-594
http://search.ebscohost.com/login.aspx?direct=true&db=bth&AN=13929098&site=ehost-live; International audience; In this paper two characteristics a priori contradictory and yet coexistent in the daily returns of exchange rate euro/US dollar are drawn.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84970d4fd8141f670c440234a3735edc
https://doi.org/10.1080/1350485042000230733
https://doi.org/10.1080/1350485042000230733