Adaptive estimation in time-series models

F.C. Drost, C.A.J. Klaassen, B.J.M. Werker

Research output: Contribution to journalArticleScientificpeer-review

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Original languageEnglish
Pages (from-to)786-817
Number of pages32
JournalThe Annals of Statistics
Volume25
Issue number2
Publication statusPublished - 1997

Cite this

Drost, F.C. ; Klaassen, C.A.J. ; Werker, B.J.M. / Adaptive estimation in time-series models. In: The Annals of Statistics. 1997 ; Vol. 25, No. 2. pp. 786-817.
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Adaptive estimation in time-series models. / Drost, F.C.; Klaassen, C.A.J.; Werker, B.J.M.

In: The Annals of Statistics, Vol. 25, No. 2, 1997, p. 786-817.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Adaptive estimation in time-series models

AU - Drost, F.C.

AU - Klaassen, C.A.J.

AU - Werker, B.J.M.

N1 - Pagination: 32

PY - 1997

Y1 - 1997

M3 - Article

VL - 25

SP - 786

EP - 817

JO - The Annals of Statistics

JF - The Annals of Statistics

SN - 0090-5364

IS - 2

ER -