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BOOK REVIEWS - Asymptotic Theory of Statistical Inference for Time Series
Lieberman, Offer, (2002)
An asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a local alternative
Taniguchi, Masanobu, (1985)
On computing the expected Fisher information matrix for state-space model parameters
Cavanaugh, Joseph E., (1996)