HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES
| Year of publication: |
2003
|
|---|---|
| Authors: | Taniguchi, Masanobu ; Garderen, Kees Jan van ; Puri, Madan L. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 06, p. 984-1007
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |