Data-driven estimation of semiparametric fractional autoregressive models

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BERAN, Jan, Yuanhua FENG, 2000. Data-driven estimation of semiparametric fractional autoregressive models

@techreport{Beran2000Datad-594, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Data-driven estimation of semiparametric fractional autoregressive models}, year={2000}, number={2000/16}, author={Beran, Jan and Feng, Yuanhua} }

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