Asymptotic expansions of the distributions of statistics related to the spectral density matrix in multivariate time series and their applications
Masanobu Taniguchi ; Koichi Maekawa
| Year of publication: |
1990
|
|---|---|
| Authors: | Taniguchi, Masanobu |
| Other Persons: | Maekawa, Koichi (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 6.1990, 1, p. 75-96
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001085414