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Robust automatic bandwidth for long memory
Marc Henry
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
43
Citations (SciVal)
Overview
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Dive into the research topics of 'Robust automatic bandwidth for long memory'. Together they form a unique fingerprint.
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Weight
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Mathematics
Long Memory
100%
Bandwidth
84%
Conditional Heteroscedasticity
82%
Optimal Bandwidth
74%
Robustness
46%
Estimate
38%
Semiparametric Estimation
35%
Bandwidth Selection
35%
Stationary Time Series
35%
Monte Carlo Study
30%
Mean Squared Error
27%
Specification
24%
Harmonic
23%
Approximation
13%
Form
11%
Business & Economics
Bandwidth
94%
Long Memory
92%
Conditional Heteroscedasticity
46%
Robustness
40%
Stationary Time Series
24%
Specification Error
23%
Semiparametric Estimation
22%
Mean Squared Error
20%
Monte Carlo Study
19%
Approximation
13%
Engineering & Materials Science
Bandwidth
51%
Data storage equipment
50%
Time series
14%
Specifications
10%