The student's t approximation in a stationary first order autoregressive model
Year of publication: |
1988
|
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Authors: | Nakervis, J. C. |
Other Persons: | Savin, N. Eugene (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 56.1988, 1, p. 119-145
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Subject: | Schätztheorie | Estimation theory |
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