On the optimal segment length for parameter estimates for locally stationary time series
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
1998
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| In: |
Journal of time series analysis
Year: 1998, Volume: 19, Issue: 6, Pages: 629-655 |
| ISSN: | 1467-9892 |
| DOI: | 10.1111/1467-9892.00114 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.1111/1467-9892.00114
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| Author Notes: | Dahlhaus, R. and Giraitis, L. |
| Item Description: | Gesehen am 30.10.2015 |
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| Physical Description: | Online Resource |
| ISSN: | 1467-9892 |
| DOI: | 10.1111/1467-9892.00114 |