Estimating the Density of the Residuals in Autoregressive Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Liebscher, Eckhard |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 2.1999, 2, p. 105-117
|
| Publisher: |
Springer |
| Subject: | autoregressive models | density estimators | residuals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616013