Empirical Characteristic Functions-Based Estimation and Distance Correlation for Locally Stationary Processes
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; u. a. (2020): Empirical Characteristic Functions-Based Estimation and Distance Correlation for Locally Stationary Processes, in: Journal of time series analysis, Oxford: Wiley-Blackwell, Jg. 41, Nr. 1, S. 110–133, doi: 10.1111/jtsa.12497.
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Author:
 ;  ;  ; 
Title of the Journal:
Journal of time series analysis
ISSN:
0143-9782
Publisher Information:
Year of publication:
2020
Volume:
41
Issue:
1
Pages:
Language:
English
DOI:
URL:
Type:
Article
URI:
Activation date:
October 29, 2021

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