Adaptive estimation in time-series models

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@article{aa253902af934e1eb974285626680ef5,

title = "Adaptive estimation in time-series models",

author = "F.C. Drost and C.A.J. Klaassen and B.J.M. Werker",

note = "Pagination: 32",

year = "1997",

language = "English",

volume = "25",

pages = "786--817",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "2",

}