Control variate method for stationary processes
Year of publication: |
2011
|
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Authors: | Amano, Tomoyuki ; Taniguchi, Masanobu |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 1, p. 20-29
|
Publisher: |
Elsevier |
Subject: | Control variate method | Stationary processes | Spectral density matrix | Nonparametric spectral estimator |
Type of publication: | Article |
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Classification: | C02 - Mathematical Methods ; C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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