Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters
Shitan, Mahendran, Peiris, SheltonVolume:
42
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2011.569862
Date:
March, 2013
File:
PDF, 143 KB
english, 2013