A note on kernel estimation in integrated time series
Tong, H.
(2000).
A note on kernel estimation in integrated time series.
In
Chan, K., Li, W. & Tong, H.
(Eds.),
Statistics and Finance: an Interface
(pp. 86-96).
Imperial College Press.
| Item Type | Chapter |
|---|---|
| Copyright holders | © 2000 Imperial College Press |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| Date Deposited | 03 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6322 |