Indirect inference, nuisance parameter and threshold moving average models
ContributorsGuay, Alain; Scaillet, Olivier
Published inJournal of business & economic statistics, vol. 21, p. 122-132
Publication date2003
Citation (ISO format)
GUAY, Alain, SCAILLET, Olivier. Indirect inference, nuisance parameter and threshold moving average models. In: Journal of business & economic statistics, 2003, vol. 21, p. 122–132. doi: 10.1198/073500102288618829
Main files (1)
Article (Published version)
Identifiers
- PID : unige:34794
- DOI : 10.1198/073500102288618829
ISSN of the journal0735-0015
