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Brillinger, D.R.
Wu, Wei Biao
56
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27
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A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
Wu, Wei Biao
;
Shao, Xiaofeng
;
Anderson, T.W.
;
Andrews, …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 930-951
Persistent link: https://www.econbiz.de/10007762700
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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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