Asymptotics of spectral density estimates
Year of publication: |
2010
|
---|---|
Authors: | Liu, Weidong ; Wu, Wei Biao |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 1218-1245
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
-
Distributed lags, aggregation and compounding : Some econometric implications
Trivedi, Pravin K., (1984)
-
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H., (2008)
-
A survey of dependency modelling: copulas, tail dependence and estimation
Kiesel, Rüdiger, (2004)
- More ...
-
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
Li, Degui, (2015)
-
ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
Liu, Weidong, (2010)
-
Bridging Inference Based Sentence Linking Model for Semantic Coherence
Liu, Weidong, (2016)
- More ...