Higher order asymptotic theory for minimum constrast estimators of spectral parameters of stationary processes
Year of publication: |
2003
|
---|---|
Authors: | Taniguchi, Masanobu ; VanGarderen, Kees Jan ; Puri, Madan Lal |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 19.2003, 6, p. 984-1007
|
Subject: | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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