Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
- 1 May 2002
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 70 (3) , 1035-1065
- https://doi.org/10.1111/1468-0262.00318
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