Local Whittle likelihood estimators and tests for non-Gaussian stationary processes
Tomohito Naito, Kohei Asai, Tomoyuki Amano, Masanobu TaniguchiVolume:
13
Language:
english
Pages:
12
DOI:
10.1007/s11203-010-9044-9
Date:
October, 2010
File:
PDF, 171 KB
english, 2010