Nonparametric likelihood inference for general autoregressive models
| Year of publication: |
2010
|
|---|---|
| Authors: | Bravo, Francesco |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 1, p. 79-106
|
| Publisher: |
Springer |
| Subject: | Empirical likelihood | Functional of Brownian motion | Double unit roots | Martingale inference | Seasonal unit roots |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008590990