Estimation for non-negative time series with heavy-tail innovations
A. Bartlett and
W. P. McCormick
Journal of Time Series Analysis, 2013, vol. 34, issue 1, 96-115
Date: 2013
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1111/j.1467-9892.2012.00815.x (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:34:y:2013:i:1:p:96-115
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782
Access Statistics for this article
Journal of Time Series Analysis is currently edited by M.B. Priestley
More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().