Gaussian semiparametric estimation of non-stationary time series

Journal of Time Series Analysis

Volumn 20, Issue 1, 1999, Pages 87-127

  Velasco, Carlos ^a  

^a NONE

Author keywords

Non stationary time series; Semiparametric inference; Tapering

Indexed keywords

EID: 0001911640     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00127     Document Type: Article

References (27)

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