The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Year of publication: |
1999
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---|---|
Authors: | Whang, Yoon-Jae ; Linton, Oliver |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 91.1999, 1, p. 1-42
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Publisher: |
Elsevier |
Saved in:
Online Resource
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