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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 Connect in order to contact the contributor
Submitted on : Thursday, June 23, 2011 - 12:44:38 PM
Last modification on : Saturday, June 25, 2022 - 10:52:24 AM

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  • HAL Id : hal-00602732, version 1

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Citation

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

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