Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes

Econometric Theory

Volumn 19, Issue 6, 2003, Pages 984-1007

  Taniguchi, Masanobu ^a   Van Garderen, Kees Jan ^b   Puri, Madan L ^c  

^a WASEDA UNIVERSITY   (Japan)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242594559     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603196053     Document Type: Article

References (24)

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