LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (2018)
Attributed to:
Extraction of trend, cycle, and memory from economic and financial series
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s026646661800021x
Publication URI: http://dx.doi.org/10.1017/s026646661800021x
Type: Journal Article/Review
Parent Publication: Econometric Theory
Issue: 03