Asymptotically optimal estimation in misspecified time series models

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Bibliographic Details
Main Authors: Dahlhaus, Rainer (Author) , Wefelmeyer, Wolfgang (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Heidelberg Universitätsbibliothek Heidelberg 2016
Series:Beiträge zur Statistik Beiträge 21
In: Beiträge zur Statistik (21)

Online Access:Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-213309
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Author Notes:Rainer Dahlhaus; Wolfgang Wefelmeyer
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Physical Description:Online Resource