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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, 62 (2). pp. 383-397. ISSN 1369-7412

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Item Type: Article
Official URL: http://www.rss.org.uk/main.asp?page=1711
Additional Information: © 2000 Blackwell Publishing
Library of Congress subject classification: H Social Sciences > H Social Sciences (General)
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Economics
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 07 Jul 2008 13:44
URL: http://eprints.lse.ac.uk/6328/

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