Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence

Publication: Book/Report/Proceedings › Report › Research

Original language	English
Publisher	Linköping University Electronic Press
Number of pages	23
Publication status	Published - 2011

Series	Report - Department of mathematics, Universitetet i Linköping, Tekniska högskolan
Number	2011:10
ISSN	0348-2960

Cite this

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title = "Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence",

author = "Zhanna Andrushchenko and \{von Rosen\}, Dietrich",

year = "2011",

language = "English",

series = "Report - Department of mathematics, Universitetet i Link{\"o}ping, Tekniska h{\"o}gskolan",

number = "2011:10",

publisher = "Link{\"o}ping University Electronic Press",

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Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence. / Andrushchenko, Zhanna; von Rosen, Dietrich.
Linköping University Electronic Press, 2011. 23 p. (Report - Department of mathematics, Universitetet i Linköping, Tekniska högskolan; No. 2011:10).

Publication: Book/Report/Proceedings › Report › Research

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T1 - Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence

AU - Andrushchenko, Zhanna

AU - von Rosen, Dietrich

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UR - https://res.slu.se/id/publ/37642

UR - http://liu.diva-portal.org/smash/get/diva2:431322/FULLTEXT01.pdf

M3 - Report

T3 - Report - Department of mathematics, Universitetet i Linköping, Tekniska högskolan

BT - Asymptotic distribution of the estimators of a harmonic component in a multivariate time series under m-dependence

PB - Linköping University Electronic Press

ER -