The effect of tapering on the semiparametric estimators for nonstationary long memory processes

Leïla Nouira (), Mohamed Boutahar and Vêlayoudom Marimoutou

Statistical Papers, 2009, vol. 50, issue 2, 225-248

Keywords: Long-range dependence; Order of tapering; Semiparametric estimators; Monte Carlo study; C13; C14; C15; C22 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00362-007-0071-6

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