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A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model
Chen, Qian, Giles, David E.Volume:
40
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2010.501941
Date:
November, 2011
File:
PDF, 241 KB
english, 2011