Multiple local whittle estimation in stationary systems (2008)
Attributed to:
Semiparametric Methods in Spatial Econometrics
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1214/07-aos545
Publication URI: http://dx.doi.org/10.1214/07-aos545
Type: Journal Article/Review
Parent Publication: The Annals of Statistics
Issue: 5