HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES
| Year of publication: |
2003
|
|---|---|
| Authors: | Taniguchi, Masanobu ; van Garderen, Kees Jan ; Puri, Madan L. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 6, p. 984-1007
|