Model identification for infinite variance autoregressive processes
Year of publication: |
2013
|
---|---|
Authors: | Andrews, Beth ; Davis, Richard A. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 2, p. 222-234
|
Saved in:
Saved in favorites
Similar items by person
-
Model indentification for infinite variance autoregressive processes
Andrews, Beth, (2013)
-
Model identification for infinite variance autoregressive processes
Andrews, Beth, (2013)
-
Maximum likelihood estimation for all-pass time series models
Andrews, Beth, (2006)
- More ...