Local asymptotic normality for regression models with long-memory disturbance, with statistical applications
| Year of publication: |
1999
|
|---|---|
| Authors: | Hallin, Marc ; Taniguchi, Masanobu ; Serroukh, Abdeslam ; Choy, Kokyo |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Annals of Statistics (1999) v.28,p.2054-2080 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008590053