Asymptotically optimal estimation in misspecified time series models

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Bibliographische Detailangaben
Hauptverfasser: Dahlhaus, Rainer (VerfasserIn) , Wefelmeyer, Wolfgang (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1996
In: The annals of statistics
Year: 1996, Jahrgang: 24, Heft: 3, Pages: 952-974
ISSN:2168-8966
DOI:10.1214/aos/1032526951
Online-Zugang:Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.1214/aos/1032526951
Volltext
Verfasserangaben:R. Dahlhaus and W. Wefelmeyer

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