Asymptotically optimal estimation in misspecified time series models

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Bibliographic Details
Main Authors:	Dahlhaus, Rainer (Author) , Wefelmeyer, Wolfgang (Author)
Format:	Article (Journal)
Language:	English
Published:	1996
In:	The annals of statistics Year: 1996, Volume: 24, Issue: 3, Pages: 952-974
ISSN:	2168-8966
DOI:	10.1214/aos/1032526951
Online Access:	Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.1214/aos/1032526951
Author Notes:	R. Dahlhaus and W. Wefelmeyer

Asymptotically optimal estimation in misspecified time series models by Dahlhaus, Rainer (Author) , Wefelmeyer, Wolfgang (Author) ,

Book/Monograph Working Paper Online Resource