Cross-correlogram estimators of impulse response functions (Q2960459)
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scientific article; zbMATH DE number 6682448
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| English | Cross-correlogram estimators of impulse response functions |
scientific article; zbMATH DE number 6682448 |
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Cross-correlogram estimators of impulse response functions (English)
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9 February 2017
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correlogram
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impulse response function
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large deviation probabilities
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0.8571680784225464
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0.8508551716804504
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0.8478975296020508
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