Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function.
| Year of publication: |
1995
|
|---|---|
| Authors: | Knight, J.L. ; Satchell, S.E. |
| Institutions: | Faculty of Economics, University of Cambridge |
| Subject: | econometrics | evaluation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 18 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005272567