A note on kernel estimation in integrated time series
Tong, Howell
(2000)
A note on kernel estimation in integrated time series.
In:
Statistics and Finance: an Interface.
Imperial College Press, London, UK, pp. 86-96.
ISBN 9781860942372
| Item Type | Chapter |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 03 Jul 2008 08:28 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6322 |