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The devil's horns: a problem with the densities of AR statistics

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https://hal-hec.archives-ouvertes.fr/hal-00602732
Contributor : Antoine Haldemann <>
Submitted on : Thursday, June 23, 2011 - 12:44:38 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00602732, version 1

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Michael Rockinger, Karim M. Abadir. The devil's horns: a problem with the densities of AR statistics. 1995. ⟨hal-00602732⟩

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