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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

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Identification Number: 10.1214/009053605000000318
Item Type: Article
Official URL: http://www.imstat.org/aos/
Additional Information: © 2005 Institute of Mathematical Statistics.
Divisions: Economics
STICERD
Subjects: H Social Sciences > HA Statistics
JEL classification: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General
Date Deposited: 14 Jun 2007
Last Modified: 14 Feb 2024 00:09
URI: http://eprints.lse.ac.uk/id/eprint/934

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