On Estimating the Cumulant Generating Function of Linear Processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Ghosh, Sucharita ; Beran, Jan |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 58.2006, 1, p. 53-71
|
| Publisher: |
Springer |
| Subject: | Empirical moment generating function | Long-range dependence | Short-range dependence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616089