Inference for the Fourth-Order Innovation Cumulant in...

Inference for the Fourth-Order Innovation Cumulant in Linear Time Series

Fragkeskou, Maria, Paparoditis∗, Efstathios
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Volume:
37
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12160
Date:
March, 2016
File:
PDF, 431 KB
english, 2016
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