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Higher-order kernel semiparametric M-estimation of long memory
Peter M. Robinson,
Marc Henry
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
22
Citations (SciVal)
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Dive into the research topics of 'Higher-order kernel semiparametric M-estimation of long memory'. Together they form a unique fingerprint.
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Mathematics
M-estimation
100%
Long Memory
89%
Higher Order
52%
kernel
50%
Mean Squared Error
36%
Estimate
34%
Interpolate
28%
Semiparametric Methods
25%
Optimal Bandwidth
25%
Pooling
24%
Ordinate
24%
Unit Root
23%
Parameter Tuning
22%
Monte Carlo Experiment
21%
Misspecification
21%
Low Frequency
21%
Econometrics
20%
Dependence Structure
20%
Asymptotic Variance
19%
Class
16%
Minimise
14%
Calculate
14%
Cover
13%
Modeling
12%
Alternatives
11%
Context
11%
Relationships
11%
Performance
11%
Business & Economics
Kernel
89%
Long Memory
82%
Mean Squared Error
45%
Box-Cox
26%
Semiparametric Methods
26%
Asymptotic Variance
25%
Interpolation
22%
Dependence Structure
21%
Monte Carlo Experiment
21%
Bandwidth
21%
Misspecification
20%
Financial Returns
20%
Pooling
20%
Finite Sample
19%
Unit Root
19%
Foreign Exchange
18%
Prescription
18%
Compromise
17%
Econometrics
15%
Modeling
10%
Alternatives
8%
Performance
7%
Engineering & Materials Science
Data storage equipment
45%
Interpolation
15%
Tuning
14%
Bandwidth
11%
Experiments
6%