NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION

DOI10.1017/S0266466600161031zbMath0945.62091MaRDI QIDQ4954303

Carlos Velasco

Publication date: 3 October 2000

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

consistency; time series; log-periodogram regression estimate

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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