Estimation pitfalls when the noise is not i.i.d.
Crossref DOI link: https://doi.org/10.1007/s42081-018-0004-8
Published Online: 2018-04-02
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Giraitis, Liudas
Taniguchi, Masanobu
Taqqu, Murad S.
Funding for this research was provided by:
JSPS Kiban grant (A-15H02061 at Waseda University)
Text and Data Mining valid from 2018-04-02
Article History
Received: 1 February 2018
Accepted: 17 March 2018
First Online: 2 April 2018