On Estimating the Cumulant Generating Function of Linear Processes

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GHOSH, Sucharita, Jan BERAN, 2006. On Estimating the Cumulant Generating Function of Linear Processes. In: Annals of the Institute of Statistical Mathematics. 58(1), pp. 53-71. ISSN 0020-3157. eISSN 1572-9052. Available under: doi: 10.1007/s10463-005-0009-5

@article{Ghosh2006Estim-27577, title={On Estimating the Cumulant Generating Function of Linear Processes}, year={2006}, doi={10.1007/s10463-005-0009-5}, number={1}, volume={58}, issn={0020-3157}, journal={Annals of the Institute of Statistical Mathematics}, pages={53--71}, author={Ghosh, Sucharita and Beran, Jan} }

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