Ames, IA 50011
Iowa State University - Department of Statistics
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Geweke–Porter‐Hudak estimator, long memory, M‐estimators, non‐central limit theorems, Wiener–Itô integrals
Bandwidth, frequency domain, kernel estimation, long‐memory parameter, periodogram
L‐estimators, M‐estimators, sample quantiles, tapered block bootstrap, JEL Primary 62G09, Secondary 62G20, 62J05, 62M10
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