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Local Whittle likelihood estimators and tests for non-Gaussian stationary processes

✍ Scribed by Tomohito Naito; Kohei Asai; Tomoyuki Amano; Masanobu Taniguchi

Book ID: 106530729
Publisher: Springer Netherlands
Year: 2010
Tongue: English
Weight: 171 KB
Volume: 13
Category: Article
ISSN: 1387-0874
DOI: 10.1007/s11203-010-9044-9

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