Indirect inference for time series using the empirical characteristic function and control variates
| Year of publication: |
2021
|
|---|---|
| Authors: | Davis, Richard A. ; do Rêgo Sousa, Thiago ; Klüppelberg, Claudia |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 42.2021, 5-6 (08.02.), p. 653-684
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12582 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012410075