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Theory and Methods - Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Velasco, Carlos
;
Robinson, Peter M.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
452
,
pp. 1229-1243
Persistent link: https://www.econbiz.de/10006622342
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An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
Delgado, Miguel A
;
Velasco, Carlos
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
495
,
pp. 946-959
Persistent link: https://www.econbiz.de/10009797110
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