Semiparametric estimation by model selection for locally stationary processes

Dahlhaus, Rainer and Van Bellegem, Sébastien (2006) Semiparametric estimation by model selection for locally stationary processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (n°5). pp. 721-746.

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Official URL: http://tse-fr.eu/pub/10664
Item Type: Article
Language: English
Date: November 2006
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:57
Last Modified: 05 Apr 2018 13:33
OAI ID: oai:tse-fr.eu:10664
URI: http://publications.ut-capitole.fr/id/eprint/2894

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