Inference on transformed stationary time series
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Publication:2628839
DOI10.1016/J.JECONOM.2009.03.004zbMath1431.62384OpenAlexW2023717208MaRDI QIDQ2628839
Yuzo Hosoya, Takahiro Terasaka
Publication date: 18 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.03.004
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Uses Software
Cites Work
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