Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
- Iglesias, E.M.
- Linton, O.B.
ISSN: 0266-4666, 1469-4360
Year of publication: 2007
Volume: 23
Issue: 6
Pages: 1136-1161
Type: Review
Journal:
Econometric Theory
