Gaussian semiparametric estimation of non-stationary time series

Carlos Velasco

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Keywords: Non-stationary; time; series; Semiparametric; inference; Tapering (search for similar items in EconPapers)
Date: 1998-01
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Journal Article: Gaussian Semiparametric Estimation of Non‐stationary Time Series (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:4555

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