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Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
Conference Contributions
Overview
Overview
authors
VELASCO GOMEZ, CARLOS
LOBATO GARCIA-MIJAN, IGNACIO NORBERTO
event
10th International Conference on Computational and Financial Econometrics (CFE 2016)
event place
SEVILLA
participation category
PONENCIA
web site
http://cfenetwork.org/CFE2016/BoA.php
publication date
2016