On Estimating the Cumulant Generating Function of Linear Processes
Year of publication: |
2006
|
---|---|
Authors: | Ghosh, Sucharita ; Beran, Jan |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 58.2006, 1, p. 53-71
|
Publisher: |
Springer |
Subject: | Empirical moment generating function | Long-range dependence | Short-range dependence |
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