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On the optimal segment length for parameter estimates for locally stationary time series

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Bibliographic Details
Main Authors: Dahlhaus, Rainer (Author) , Giriatis, Liudas (Author)
Format: Article (Journal)
Language:English
Published: 1998
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.

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