Adaptive estimation in time-series models

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

Research output: Contribution to journalArticleScientificpeer-review

78 Citations (Scopus)
293 Downloads (Pure)
Original languageEnglish
Pages (from-to)786-817
Number of pages32
JournalThe Annals of Statistics
Volume25
Issue number2
Publication statusPublished - 1997

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