Kernel autocorrelogram for time-deformed processes

Kernel autocorrelogram for time-deformed processes

Eric Ghysels, Christian Gouriéroux, Joanna Jasiak
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Volume:
68
Year:
1998
Language:
english
Pages:
25
DOI:
10.1016/s0378-3758(97)00140-7
File:
PDF, 1.37 MB
english, 1998
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