Saddlepoint approximations for short and long memory time series: A frequency domain approach
La Vecchia, Davide, Ronchetti, ElvezioVolume:
213
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.10.009
Date:
December, 2019
File:
PDF, 723 KB
english, 2019