Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
Year of publication: |
2012
|
---|---|
Authors: | McElroy, Tucker ; Politis, Dimitris N. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 2, p. 471-481
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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