Continuous Record Asymptotics for Rolling Sample Variance Estimators
Year of publication: |
1994-08
|
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Authors: | Foster, Dean P. ; Nelson, Daniel B. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Foster, Dean P. and Dan B. Nelson. "Continuous Record Asymptotics For Rolling Sample Variance Estimators," Econometrica, 1996, v64(1), 139-174. Number 0163 |
Classification: | C32 - Time-Series Models |
Source: |
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