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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

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Item Type: Article
Divisions: LSE
Date Deposited: 27 Apr 2007
Last Modified: 11 Dec 2024 22:09
URI: http://eprints.lse.ac.uk/id/eprint/1586

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