The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series

Whang, YJ and Linton, Oliver (1999) The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Journal of econometrics, 91 (1). pp. 1-42. ISSN 0304-4076

Full text not available from this repository.

Item Type:	Article
Sets:	Collections > Economists Online
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/1586/

Actions (login required)

Record administration - authorised staff only