Asymptotic Normality of Cross-correlogram Estimates of the Response Function
| Year of publication: |
2004
|
|---|---|
| Authors: | Buldygin, Valery ; Utzet, Frederic ; Zaiats, Vladimir |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 7.2004, 1, p. 1-34
|
| Publisher: |
Springer |
| Subject: | response function | cross-correlogram | estimate | integral involving a cyclic product of kernels | asymptotic normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760147