Higher order asymptotic theory for semiparametric estimation of spectral parameters of stationary processes  /
Taniguchi, Masanobu.
Garderen, Kees Jan van.
Puri, Madan Lal.
University of Bristol.Department of Economics.
Bristol : University of Bristol. Department of Economics,
2001.
Includes bibliographical references.
Time-series analysis.
Parameter estimation.
Asymptotic distribution (Probability theory)