The limiting behavior of kernel estimates of the Lyapunov exponent for stochastic time series
by Yoon-Jae Whang and Oliver Linton
| Year of publication: |
1996
|
|---|---|
| Authors: | Whang, Yoon-Jae ; Linton, Oliver |
| Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Extent: | 26 S |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1130 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 22 - 23 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000621990