Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency (2014)

First Author: Chen Y
Attributed to:  New challenges in high-dimensional statistical inference funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/sjos.12092

Publication URI: http://dx.doi.org/10.1111/sjos.12092

Type: Journal Article/Review

Parent Publication: Scandinavian Journal of Statistics

Issue: 1