On the estimation of an instantaneous transformation for time series
Xia, Yingcun; Tong, Howell; Li, W K; and Zhu, Li-Xing
(2000)
On the estimation of an instantaneous transformation for time series.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 62 (2).
pp. 383-397.
ISSN 1369-7412
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1111/1467-9868.00238 |
| Date Deposited | 07 Jul 2008 13:44 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6328 |