Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier
(2005)
Semiparametric estimation for stationary processes whose spectra have an unknown pole.
Annals of Statistics, 33 (4).
pp. 1843-1889.
ISSN 0090-5364
| Item Type | Article |
|---|---|
| Departments |
Economics STICERD |
| DOI | 10.1214/009053605000000318 |
| Date Deposited | 14 Jun 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/934 |