Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance
Koul, Hira L.; Surgailis, Donatas
- 期刊名称Journal of Time Series Analysis
- 作者Koul, Hira L.; Surgailis, Donatas
- 卷第39卷
- 期第3期
- 印刷ISSN0143-9782
- 文件大小205.28KB
- 发表时间2018-05
- DOI10.1111/jtsa.12265
- 页码273-298