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Adaptive estimation in time-series models

Drost,F.C.
; 
Klaassen,C.A.J.
; 
Werker,B.J.M.
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Pagination: 32
Date
1997
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Tilburg University Research Output Collection
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Adaptive2.pdf
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Drost, F C, Klaassen, C A J & Werker, B J M 1997, 'Adaptive estimation in time-series models', Annals of Statistics, vol. 25, no. 2, pp. 786-817.
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https://hdl.handle.net/20.500.14602/32213
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